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Dr Ernie Chan

Dr Ernie Chan Answers to rank or weight a long or short of out this market sector according to Yahoo Finance

Dr Ernie Chan Answers to rank or weight a long or short of out this market sector according to Yahoo Finance Question was asked at: https://quantlabs.net/blog/2015/01/how-would-rank-or-weight-a-long-or-short-of-out-this-market-sector-according-to-yahoo-finance/ His answer was: Hi Bryan, There are various methods of including a subset of predictive variables for returns prediction. You can try stepwise regression, which picks successively the most …

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ATT: Dr Ernie Chan LIVE course on Quantitative Momentum Strategies starts Dec 2

Registration link http://quantlabs.net/academy/quantitative-momentum-strategies-dr-ernie-chan/ Maximum number of attendees: 6. Total hours: 12. Fee: $1,890. Dates and times: December 2, 3, 4, 5:30-9:30 pm ET.  Total hours: 12. Course outline: 1. Causes of momentum a. Persistence of futures roll returns. b. Slow diffusion of news. c. Forced sales and purchases by funds. d. HFT market manipulation. …

ATT: Dr Ernie Chan LIVE course on Quantitative Momentum Strategies starts Dec 2 Read More »

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