Meetup: Dr Ernie Chan presents Beware of Low Frequency Data

(Last Updated On: April 21, 2015)

Meetup: Dr Ernie Chan presents Beware of Low Frequency Data

He’s back! Abstract: It is commonly believed that low frequency strategies require only low frequency data for backtesting. We will show that using low frequency data can lead to dangerously inflated backtest results even for low frequency strategies. Examples will be drawn from a closed end fund strategy, a long-short stock strategy, and a futures strategy.

Join my FREE newsletter to learn more meetups

Login details posted!

 

Thursday, April 23, 2015

7:00 PM Eastern Standard Time

  1. Please join my meeting, April 23, 2015 at 7:00 PM Eastern Daylight Time.

https://global.gotomeeting.com/join/742927277

 

  1. Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.

 

Dial +1 (408) 650-3112

Access Code: 742-927-277

Audio PIN: Shown after joining the meeting

 

Meeting ID: 742-927-277

 

GoToMeeting®

Online Meetings Made Easy®

 

Not at your computer? Click the link to join this meeting from your iPhone®, iPad®, Android® or Windows Phone® device via the GoToMeeting app.

 

Notes: I do anticipate this will fill up so it is best to get in early to guarantee your spot.

 

http://www.meetup.com/quant-finance/events/221738217/

Dr Ernie Chan presents Beware of Low Frequency Data

Thursday, Apr 23, 2015, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

31 Researching Traders Went

He’s back! Abstract: It is commonly believed that low frequency strategies require only low frequency data for backtesting. We will show that using low frequency data can lead to dangerously inflated backtest results even for low frequency strategies. Examples will be drawn from a closed end fund strategy, a long-short stock strategy, and a futures…

Check out this Meetup →

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Quant Analytics and tagged , , , , on by .

About caustic

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