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Saarthak Gupta

Bluefin Trading

440 South LaSalle

Suite 900

Chicago, IL 60605

United States

SCHOLARLY PAPERS

1

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863

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0

Scholarly Papers (1)

1.

Alternative Risk Measures and Stock Selection

Number of pages: 22 Posted: 05 Apr 2015
Euan Sinclair, Euan Sinclair and Saarthak Gupta
Bluefin TradingFactorWave and Bluefin Trading
Downloads 863 (69,477)

Abstract:

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hurst exponent, entropy, risk, volatility, anomalies, stock selection