Download: Deutsche bank- how to harness unstructured data in quantitative strategies

(Last Updated On: June 18, 2013)

From a friend who sen this

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Rochester Cahan, Head of US Quantitative Strategy at Deutsche Bank, kindly provided this whitepaper: ‘Quantitative strategy: Signal processing.’

Cahan and his co-authors explore news sentiment signals, and argue that “like any data set, [news sentiments] require a great deal of effort to find ways it can add value…[O]ne needs to do more than just buy positive sentiment stocks and sell negative sentiment stocks.” Indeed, “textual sentiment needs to be evaluated in the context of the market reaction to that sentiment.”

Download the whitepaper here >

Find out more on:

  • Backtesting analysis
  • Using news and the web to enhance reversal strategies
  • News-aware reversal and momentum
  • Building better reversal and momentum signals

Download the whitepaper here >

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs