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Filtering

How to do trading strategy filtering by Paul Cottrell

How to do trading strategy filtering by Paul Cottrell Read this now! Thanks to him for sending http://the-studio-reykjavik.com/blog/2014/8/19/strategy-filtering Join my FREE newsletter to learn more from Paul Cottrell 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!

Quant analytics: Filtering signals for portfolio construction

Quant analytics: Filtering signals for portfolio construction When processing signals for portfolio construction people do a lot of exponentially weighted smoothing and z-scoring. Exponentially weighted smoothing is a linear filter. Is there any connection between linear filtering and z-scoring? More in general, is there a reference that reviews the main practical filters, possibly discussing computational …

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