Thanks for pointing the book by Olsen, etc. Cannot find any more information about how he did data cleaning. Only one slides by Olsen on data...
It is Monday. Everyone is talking about China.
SSE down 8.5% right now
talking to your broker on your trading over your cell phone while driving, you know, sooner or later, get killed in an accident .... this should...
Psychology researchers found "we pay attention to bad news, because on the whole, we think the world is rosier than it actually is. When it comes...
no matter what text there, just so hilarious!
The worst two day in Dow index since 1960 was down 26.17% on the black Monday Oct 19, 1987 following a Friday down 4.6%. The major reasons were...
Last time SPY down more than 5% in two days is Nov 1, 2011. Here is the complete list: Find the worst down in 2 days? 19971027 -8.1631 19980827...
Citadel was blamed/investigated for "evil short selling" in China. Not mention about HFT. that was reported a month ago.
No reliable source about this claim. All is from someone called from George Chen in Hongkong. Chinese government do not like guys like him who...
From his posted jpg screenshot, you see it is trademonster.com
https://en.m.wikipedia.org/wiki/Regression_analysis
Correlation is extremely important in risk control no matter others agree or not. it is a part of regression analysis.
a sign to turn around after that? since chinese labor cost becomes less competitive year over year.
very right. quant analytic or any sophisticated algo based on ideas such as C4.5 or SVM, etc are usually complicated that it is almost impossible...
The reason to have a false positive (good data but flagged as bad data) is due to it is almost impossible to 100% correctly detect all bad cases....
new phd graduats from university in math and computer science, even better they need your sponsor for a visa to work. c# is nothing but another...
recent XBI dividend payout was around 0.5 per share. that amount did not explain. call your broker. if there is a special payout that sometimes...
haha, but what language he spoke?
your math is absolutely correct. your profit before considering other things is 150 * 235.29 + 100 * 233.18 - (100 * 230.77 + 50 * 228.7199 + 100...
Separate names with a comma.