Dr Ernie Chan presents Beware of Low Frequency Data
This was presented at a recent webinar we held
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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.
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Thursday, April 23, 2015
7:00 PM Eastern Standard Time
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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/
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!
Nacha.org scam and phishing emails. Beware as I just got one #phishing #scam
I get in my email:
We regret to notify you, that your most recent Direct Deposit payment (Int. No.882038261450) was declined, because your business software package was out of date. Please visit the secure section of our web site to see the details:
Details <–would be a live link
Please apply to your financial institution to acquire your updated version of the software needed.
Kind regards,
ACH Network Rules Department
NACHA | The Electronic Payments Association
18219 Sunrise Valley Drive, Suite 398
Herndon, VA 23528
Phone: 703-689-3599 Fax: 703-766-2178
Be on the look out for this crap. Here is a useful link about what is really going on:
http://spokane.bbb.org/article/emails-coming-from-nachaorg-are-phishing-scams-28277
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!
In the Insider Trading War, Market Beaters Beware nytimes.com
In the crackdown on insider trading, the ambiguity of the law is an asset — and anyone who consistently beats the market is a suspect.
How about whipping the market? NYSE always whips us everyday! Are they suspect as well?
http://www.nytimes.com/2011/09/25/magazine/in-the-insider-trading-war-market-beaters-beware.html
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!
