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Building Robust Machine Learning Models

Building Robust Machine Learning Models You think we should do this for trading? Building Robust Machine Learning Models 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: Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them

  Quant analytics: Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. Hello, Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. (Prop-trading desk, Hedge Fund, Asset managing firm or other, preferred location …

Quant analytics: Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them Read More »

Quant analytics: Group of robust and stable automatic trading strategies for buy side Alpha generation. Looking to employ them

Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. Hello, Have group of robust and stable automatic trading strategies for buy side Alpha generation. Looking for place to employ them. (Prop-trading desk, Hedge Fund, Asset managing firm or other, preferred location – Asia) Type …

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Return Forecasting via (Robust) Regression in quant analytics

Return Forecasting via (Robust) Regression in quant analytics High! Can anybody suggest a good reference paper on Return Forecasting via factor regression. In particular I am interested in the optimal choice of the return frequency (daily, weekly, monthly…) and on the pros and cons of using overlapping returns (say monthly or quartely) returns. In fact, …

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Quant analytics: Robust Bayesian Allocation question

Quant analytics: Robust Bayesian Allocation question How do I interpret the v_i — the numerator in formula (21) which calculates gamma_sigma — in the paper Robust Bayesian Allocation? In the associated MATLAB code : http://www.mathworks.com/matlabcentral/fileexchange/31419, v_i seems to index the volatility of a particular portfolio along the efficient frontier identified by the sample covariance (ds_hat) and …

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How to get a more robust and faster order execution? Is it a problem arising from a platform/broker or a direct exchange server access will solve this problem?

How to get a more robust and faster order execution? Is it a problem arising from a platform/broker or a direct exchange server access will solve this problem? Who are the best CME server access providers for traders located in Europe? —– It is differcult to advise without knowing how you execute now, and what …

How to get a more robust and faster order execution? Is it a problem arising from a platform/broker or a direct exchange server access will solve this problem? Read More »

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