fbpx

Alpha generation

Quant analytics: PCA for alpha generation

Quant analytics: PCA for alpha generation I am curious if anyone has had success applying principal component analysis in the context of alpha generation (and not in the context of risk, as PCA is typically applied). For instance, I like the straightforward “absorption ratio” introduced by Kritzman, et al. here: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1633027 I suspect that tracking …

Quant analytics: PCA for alpha generation Read More »

Quant analytics: Group of robust and stable automatic trading strategies for buy side Alpha generation. Looking to employ them

Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. Hello, Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. (Prop-trading desk, Hedge Fund, Asset managing firm or other, preferred location – Asia) Type …

Quant analytics: Group of robust and stable automatic trading strategies for buy side Alpha generation. Looking to employ them Read More »

NOTE!

Check NEW site on stock forex and ETF analysis and automation

Scroll to Top