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Cointegration

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

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

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!!

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?

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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