Assume you have a bunch of different systems that trade stocks, equity index ETFs, bond ETFs, and some other alternative assets, eg commodity ETFs. All the systems take both long and short positions. What are the questions your portfolio optimization…
- When will the next recession begin?
- This KID situation is an absolute clusterfuck from every angle. 1) Typical moronic EU regulation. 2) SSGA, with $… https://t.co/ucQfvOTTFF
- The trend toward curve inversion (an early sign of recession) seems to have paused for the last couple of months... https://t.co/ZdnhMyRL49
- If I'm understanding this correctly, IB's margin change means that from now on the margin on your 2 biggest stock/C… https://t.co/W0kipkwfdd
- I wonder who was buying XIV on the way down after the close yesterday. Huge volume, too...
alpha curves C# CAC40 DAX FTSE100 candlestick patterns cross validation CRTDR data mining DOTM DTW Dynamic Time Warping equal risk contribution ETN GTAA HangSeng IBS effect K Nearest Neighbor machine learning mean reversion minimum correlation minimum volatility momentum MultiCharts .NET NASDAQ100 new highs new lows Nikkei225 PCA portfolio optimization position sizing QQQ relative strength risk parity Russell2000 S&P500 seasonality SPY STI swing trend following UDIDSRI VIX VIXY VXV WVF XIV