Quant Mashup - @Quantivity
[Academic Paper] Forecasting Stock Market Returns over Multiple Time Horizons [@Quantivity]
Forecasting Stock Market Returns over Multiple Time Horizons
- 8 years ago, 19 Aug 2015, 04:19am -
[Academic Paper] Volatility Forecast in Crises and Expansions [@Quantivity]
Volatility Forecast in Crises and Expansions
- 8 years ago, 19 Aug 2015, 01:55am -
[Academic Paper] Risk Premia in Option Markets [@Quantivity]
Risk Premia in Option Markets
- 8 years ago, 28 Jul 2015, 07:19am -
[Academic Paper] Carry and Trend Following Returns in Foreign Exchange Market [@Quantivity]
Carry and Trend Following Returns in Foreign Exchange Market
- 8 years ago, 23 Jul 2015, 07:19am -
[Academic Paper] Night Trading: Lower Risk but Higher Returns? [@Quantivity]
Night Trading: Lower Risk but Higher Returns?
- 8 years ago, 21 Jul 2015, 07:58pm -
[Academic Paper] Who Supplies Liquidity, How and When? [@Quantivity]
Who Supplies Liquidity, How and When?
- 8 years ago, 18 Jul 2015, 03:25am -
[Academic Paper] Around the Ising Model [@Quantivity]
Around the Ising Model
- 8 years ago, 18 Jul 2015, 03:22am -
[Academic Paper] Hawkes Processes [@Quantivity]
Hawkes Processes
- 8 years ago, 15 Jul 2015, 11:51am -
[Academic Paper] Rich Component Analysis [@Quantivity]
Rich Component Analysis
- 8 years ago, 15 Jul 2015, 12:41am -
[Academic Paper] Bifurcation Patterns of Market Regime Transition [@Quantivity]
Bifurcation Patterns of Market Regime Transition
- 8 years ago, 13 Jul 2015, 11:17am -
[Academic Paper] Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with Robust Co-Movement Measure [@Quantivity]
Enhancing Multi-Asset Portfolio Construction Under Modern Portfolio Theory with Robust Co-Movement Measure
- 8 years ago, 13 Jul 2015, 04:13am -
[Academic Paper] Can Anomalies Survive Insider Disagreements? [@Quantivity]
Can Anomalies Survive Insider Disagreements?
- 8 years ago, 4 Jul 2015, 12:02pm -
[Academic Paper] Mispricing Factors [@Quantivity]
Mispricing Factors
- 8 years ago, 4 Jul 2015, 12:01pm -
[Academic Paper] Defining and Dating Bull and Bear Markets: Two Centuries of Evidence [@Quantivity]
Defining and Dating Bull and Bear Markets: Two Centuries of Evidence
- 8 years ago, 2 Jul 2015, 11:29pm -
[Academic Paper] Factor Investing Revisited [@Quantivity]
Factor Investing Revisited
- 8 years ago, 2 Jul 2015, 11:27pm -
[Academic Paper] Lifetime of a Financial Bubble [@Quantivity]
Lifetime of a Financial Bubble
- 8 years ago, 29 Jun 2015, 11:42am -
[Academic Paper] Do Index Futures and ETFs Affect Stock Return Correlations? [@Quantivity]
Do Index Futures and ETFs Affect Stock Return Correlations?
- 8 years ago, 29 Jun 2015, 11:39am -
[Academic Paper] Structured Products: Performance, Costs and Investments [@Quantivity]
Structured Products: Performance, Costs and Investments
- 8 years ago, 26 Jun 2015, 12:40pm -
[Academic Paper] Forecasting Directional Changes in Financial Markets [@Quantivity]
Forecasting Directional Changes in Financial Markets
- 8 years ago, 21 Jun 2015, 12:24am -
[Academic Paper] Developing & Backtesting Systematic Trading Strategies [@Quantivity]
Developing & Backtesting Systematic Trading Strategies
- 8 years ago, 21 Jun 2015, 12:23am -
[Academic Paper] Dynamic Volatility Weighting in the Presence of Transaction Costs [@Quantivity]
Dynamic Volatility Weighting in the Presence of Transaction Costs
- 8 years ago, 14 Jun 2015, 12:32am -
[Academic Paper] Crowded Spaces and Copycat Risk Management [@Quantivity]
Crowded Spaces and Copycat Risk Management
- 8 years ago, 14 Jun 2015, 12:25am -
[Academic Paper] Working Your Tail Off: Active Strategies vs. Direct Hedging [@Quantivity]
Working Your Tail Off: Active Strategies vs. Direct Hedging
- 8 years ago, 8 Jun 2015, 05:07am -
[Academic Paper] Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods [@Quantivity]
Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods
- 8 years ago, 5 Jun 2015, 08:20pm -
[Academic Paper] Superstatistical Fluctuations in Time Series of Leverage Returns [@Quantivity]
Superstatistical Fluctuations in Time Series of Leverage Returns
- 8 years ago, 4 Jun 2015, 11:09am -
[Academic Paper] Generalized Statistical Mechanics for Superstatistical Systems [@Quantivity]
Generalized Statistical Mechanics for Superstatistical Systems
- 8 years ago, 4 Jun 2015, 11:07am -
[Academic Paper] From Time Series to Superstatistics [@Quantivity]
From Time Series to Superstatistics
- 8 years ago, 4 Jun 2015, 11:05am -
[Academic Paper] Transition from Lognormal to Chi-square Superstatistics for Financial Time Series [@Quantivity]
Transition from Lognormal to Chi-square Superstatistics for Financial Time Series
- 8 years ago, 4 Jun 2015, 11:04am -
[Academic Paper] Level, Slope and Curve Factor Model for Stocks [@Quantivity]
Level, Slope and Curve Factor Model for Stocks
- 8 years ago, 3 Jun 2015, 04:04am -
[Academic Paper] Test of Covariance Matrix Forecasting Methods [@Quantivity]
Test of Covariance Matrix Forecasting Methods
- 8 years ago, 28 May 2015, 02:13pm -
[Academic Paper] Multivariate Conditional Outlier Detection [@Quantivity]
Multivariate Conditional Outlier Detection
- 8 years ago, 28 May 2015, 02:27am -
[Academic Paper] Feature Selection Risk [@Quantivity]
Feature Selection Risk
- 8 years ago, 28 May 2015, 02:22am -
[Academic Paper] Sparse Signals in the Cross-Section of Returns [@Quantivity]
Sparse Signals in the Cross-Section of Returns
- 8 years ago, 28 May 2015, 02:18am -
[Academic Paper] Which Trend Is Your Friend? (via @carlfischer101) [@Quantivity]
Which Trend Is Your Friend? (via @carlfischer101)
- 8 years ago, 27 May 2015, 12:08pm -