6 Jun 2014

Active Adaptive / Target return / Sector Rotation European providers?

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 Philippe L., International Insurance & Pension Actuary

 Friday, June 6, 2014

Who knew the humble index fund would turn into an alpha generator?

Risk and Return in High Frequency Trading *

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 Randy New, VP at Abel/Noser Corp

 Friday, June 6, 2014

Risk and Return in High Frequency Trading * Matthew Baron, Jonathan Brogaard, and Andrei Kirilenko First Draft: October 2011 Current Draft: April 2014

  • 6 June 2014
  • Comments: 1

From idea to live trading, a framework.

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 Pablo Torre, Data Solutions Manager @FractalSoft Data Analysis

 Friday, June 6, 2014

Hi guys, I wanted to share this framework that Im developing for the process of developing new trading strategies, starting from an idea or hypothesis. It is work in progress and open to debate, cri...

  • 6 June 2014
  • Comments: 5

I published a paper and archived it at Cornell: Integration of a Predictive, Continuous Time Neural Network into Trading Ops http://arxiv.org/abs/1406.0968

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 Christopher Kirk, PhD, Analyst; Modeller; Programmer

 Thursday, June 5, 2014

Abstract: This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents o...

  • 5 June 2014
  • Author: Doron Whitman
  • Number of views: 1150
  • Comments: 4

What is the best way to hold on to long position in bear/Side ways market ?

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 Abijith Nadahalli, Quant Strategist at Alphamatters.

 Wednesday, June 4, 2014

1.Buy Puts. 2.Sell Calls. 3. sell Straddles. 4. Abandon the position. 5. Accumulate more. Or if any other suggestion please let me know. Thanks

  • 3 June 2014
  • Author: Doron Whitman
  • Number of views: 1141
  • Comments: 5

Trend Following?

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 Guy R. Fleury, Independent Computer Software Professional

 Tuesday, June 3, 2014

People often talk about trend following, but fail to express on what basis their trend following is based. They want a universal definition no matter what the time span may be or the security on which...

  • 3 June 2014
  • Author: Doron Whitman
  • Number of views: 1708
  • Comments: 8
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