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Cointegration

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different type of returns

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New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different  type of returns Here are the latest detailed video lessons I have added to the new Algo and Strategy Development course: Maximize number of Intraday Sharpe Ratio Random walk theory for market inefficiency Cointegration based test on Market efficiency Simple …

New to the Algo/Strategy Development course includes Cointegration testing, Market Inefficiency Test, Random Walk, different type of returns Read More »

New paper on advanced hedging methods and Advanced in cointegration and subset correlation hedging methods

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New paper on advanced hedging methods In this paper we formalize the hedging problem and introduce three new solutions, one static and two dynamic. http://www.risk.net/journal-of-investment-strategies/technical-paper/2164439/advances-cointegration-subset-correlation-hedging-methods Advanced in cointegration and subset correlation hedging methods risk.net   == Just a warning. That link takes you to a fee site. Don’t bother signing up if you don’t want …

New paper on advanced hedging methods and Advanced in cointegration and subset correlation hedging methods Read More »

Time to implement first trading strategy for intra day time series tick data, using cointegration quant analytics algo

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Time to implement first trading strategy for intra day time series tick data, using cointegration quant analytics algo Doing it today with the new trading platform. I will see what the results say over the next few working days. A second one based on technical analysis is coming aboard soon too. NOTE I now post …

Time to implement first trading strategy for intra day time series tick data, using cointegration quant analytics algo Read More »

Best quant analytics description of Cointegration ever! Thanks to Matlab!!

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Best quant analytics description of Cointegration ever! Thanks to Matlab!! http://www.mathworks.com/help/toolbox/econ/bs7awlc.html I have seen many but this is another great reason to stick with Matlab!! I can now say Eureka! This has become my pivotal moment! NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t …

Best quant analytics description of Cointegration ever! Thanks to Matlab!! Read More »

New Member event, Strategy Development Meetup, Baysian/Cointegration opinions?

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New Member event, Strategy Development Meetup, Baysian/Cointegration opinions? Sent to my email optin list HI there Some new developments. I have my first online event for  Premium Members. but see below. Become a member by accessing: –> http://quantlabs.net/membership.htm <– I started a new Meetup for strategy development and modelling. You can join here: –> http://www.meetup.com/Trading-with-a-Profitable-Strategy-Model-or-Algo/ …

New Member event, Strategy Development Meetup, Baysian/Cointegration opinions? Read More »

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