The Amazing Efficacy of Cluster-based Feature Selection
One major impediment to widespread adoption of machine learning (ML) in investment management is their black-box nature:...
What is the Probability of Profit of your Next Trade? (Introducing...
What is the probability of profit of your next trade? You would think every trader can answer...
Why Does our Tail Reaper Program Work in Times of Market...
I generally don’t like to write about our investment programs here, since the good folks at the National Futures...
US Nonfarm Employment Prediction Using RIWI Corp. Alternative Data
Introduction The monthly US nonfarm payroll (NFP) announcement by the United States Bureau of Labor Statistics (BLS)...
Experiments with GANs for Simulating Returns (Guest post)
By Akshay Nautiyal, Quantinsti Simulating returns using either the traditional closed-form equations or probabilistic models like Monte Carlo...
Is News Sentiment Still Adding Alpha?
By Ernest Chan and Roger Hunter Nowadays it is nearly impossible to step into a quant trading...
The most overlooked aspect of algorithmic trading
Many algorithmic traders justifiably worship the legends of our industry, people like Jim Simons, David Shaw, or Peter...
Loss aversion is not a behavioral bias
In his famous book “Thinking, Fast and Slow“, the Nobel laureate Daniel Kahneman described one common example...
FX Order Flow as a Predictor
Order flow is signed trade size, and it has long been known to be predictive of future...
A novel capital booster: Sports Arbitrage
By Stephen Hope As traders, we of course need money to make money, but not everyone...