Media Summary: Algorithms that do not follow the market are very attractive to investors. We will discuss some approaches for reducing correlation ... Finding things that have moved similarly in the past can be a key part of predicting how things will move in the future. However ... The process of modeling a stock's returns through macroeconomic factors (factor modeling) is widely implemented in finance.
Quantopian Summer Lecture The Art - Detailed Analysis & Overview
Algorithms that do not follow the market are very attractive to investors. We will discuss some approaches for reducing correlation ... Finding things that have moved similarly in the past can be a key part of predicting how things will move in the future. However ... The process of modeling a stock's returns through macroeconomic factors (factor modeling) is widely implemented in finance. Leverage is a tool that we often use in finance and is important to take into account when constructing any trading model. The process of implementing a trading algorithm removes a large human element from trading, but still requires some intelligent ... You've constructed a model and are getting significant p-values. Everything looks good, but then your algorithm starts losing ...
When handling financial instruments, especially instruments that have as many different flavors as futures contracts, many things ...
