Tag Archives: : Deutsche bank

And now…my fireside chat with Dr Ernie Chan about cracking the code with Deutsche Bank forex FX quant trading strategy

And now…my fireside chat with Dr Ernie Chan about cracking the code with Deutsche Bank forex FX quant trading strategy

I am compiling a detailed Q&A (also known as a fireside chat) with Dr. Ernie Chan. This sort of access allows me to crack the code on how to decipher the research paper or bank slidedecks like this one:

http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf#sthash.rKAZDewb.dpuf

I hope to post a detailed PDF with the proper answers so consider this as:

COMING SOON

I will post on all social media channels, email, and even send out smoke signals to let you know when this is updated!

This is the first round of questions without Theory 4 and 5

for ernie

Answers from Ernie (download PDF onto desktop) mupad_comments

Join my FREE newsletter to learn how I proceed with these hopeful answers 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Any quant trading developers up for this Deutsche Bank Quant Strategy – Forex FX & Commodities for trend detection? FREE Quant ELITE!

Any quant trading developers up for this Deutsche Bank Quant Strategy – Forex FX & Commodities for trend detection?

Anyone up for a challenge? Who wants to code this up? Get in touch via here

http://quantlabs.net/academy/forum/quant-academy-forum/any-software-takers-on-this-deutsche-bank-quant-strategy-forex-fx-commodities-for-trend-detection/

http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf

Comment in our forum. Be an all star?

NOTE: if you get it done, we will consider you Quant Elite which means you get FREE access to this here

Join my FREE newsletter to see what other strategies we find

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Download: Deutsche bank- how to harness unstructured data in quantitative strategies

From a friend who sen this

 Learn about more white papers like this through my FREE newsletter

Rochester Cahan, Head of US Quantitative Strategy at Deutsche Bank, kindly provided this whitepaper: ‘Quantitative strategy: Signal processing.’

Cahan and his co-authors explore news sentiment signals, and argue that “like any data set, [news sentiments] require a great deal of effort to find ways it can add value…[O]ne needs to do more than just buy positive sentiment stocks and sell negative sentiment stocks.” Indeed, “textual sentiment needs to be evaluated in the context of the market reaction to that sentiment.”

Download the whitepaper here >

Find out more on:

  • Backtesting analysis
  • Using news and the web to enhance reversal strategies
  • News-aware reversal and momentum
  • Building better reversal and momentum signals

Download the whitepaper here >

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!