'Haksun li' diaporamas de présentation

Introduction to Algorithmic Trading Strategies Lecture 4

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Introduction to Algorithmic Trading Strategies Lecture 2

Introduction to Algorithmic Trading Strategies Lecture 2. Hidden Markov Trading Model. Haksun Li haksun.li@numericalmethod.com www.numericalmethod.com. Outline. Carry trade Momentum Valuation CAPM Markov chain Hidden Markov model. References.

597 views • 43 slides

Introduction to algo quant, an integrated trading research tool

Introduction to algo quant, an integrated trading research tool. Haksun Li haksun.li@numericalmethod.com www.numericalmethod.com. An Integrated Suite of Back Testing. Data sources Library of signals Strategy templates Sample strategies Performance measures In-sample calibration

288 views • 19 slides