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Oscar StrachaninInsiderFinance WireSharpening Your Axe: A Deep Dive into Data Analysis for Crypto Statistical ArbitragePhoto by Chris Liverani on Unsplash1d ago1d ago
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FinsinyurOur obsession with the future — Quant SimplifiedI gotta admit, that writing this series has gotten tougher by the day for various reasons — including2d ago
AdaminCall For AtlasTemporal Convolutional Neural Network with Conditioning for Broad Market SignalsThere is a naive strategy amongst the alleged day-traders, that if you buy a levered ETF at open, and sell at close, and do it multiple…Feb 912
Cordell L. Tanny, CFA, FRM, FDPinAI AdvancesPredicting Stock Market Valuation and Direction Using the Fed ModelThe Fed Model has not received much attention lately. But it just turned negative for the first time in 16 years. Read to learn more!Jul 9
Oscar StrachaninInsiderFinance WireSharpening Your Axe: A Deep Dive into Data Analysis for Crypto Statistical ArbitragePhoto by Chris Liverani on Unsplash1d ago
QuantPyIs Your Sharpe Ratio Lying to You? Meet the Probabilistic Sharpe Ratio“Although skewness and kurtosis does not affect the point estimate of Sharpe ratio, it greatly impacts its confidence bands, and…Oct 12, 20234
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