Place St Charles
201 St Charles Ave #2500
New Orleans, LA 70170
United States
WorldQuant University
SSRN RANKINGS
in Total Papers Downloads
Mean-Reverse, Black Swans, Grey Swans, White Swans, Jarque Bera test, IsolationForest, outliers, Bollinger Bands, buy-and-hold, stop-loss
Momentum, Trading Strategies, Trend-Following, Options, Regime-Shift, Black-Scholes, VIX Index, Hidden Markov Model, Average True Range, Moving Averages, Straddle, Dynamic Hedging
Markov Switching Auto Regression, Regime Switching Model, Systematic Strategy, Technical Analysis, Alpha Generation, Markov Model, Asset Allocation
Value-at-Risk, Expected Shortfall, Python, S&P 500, technology stocks, banking stocks, Financial Crisis
Short term trading models, Hurst Exponent, Technical Analysis, S&P500, Machine learning for finance, Financial time series, buy-and-hold, stop-loss, cryptocurrencies, Bitcoin, BTC-USD
Equity Index Future Trading, Short Term Trading Models, Moving Hurst Exponent, Mean-Reversion Half-Life, Momentum Regime, Mean-Reversion Regime.
crypto market, Bitcoin, correlation, principal component analysis, portfolio construction, portfolio optimization
Piotroski, F-Score, FS-Score, Relative Strength Index, Money Flow Index, Average Directional Index, Market Timing, Stock Picking, Fundamental Analysis, Technical Indicators, Quantopian
Tactical Asset Allocation, Reinforcement Learning, Neural Networks, Markov Decision Process, Asset Portfolio
Crypto-currency, Long Short-Term Memory (LSTM), Autoregressive integrated moving average (ARIMA), Moving Average (MA), Artificial Neural Networks (ANN), Mean Percentage Error (MPE), Percentage Error (MAPE), Mean Square Error (RMSE) standard deviation and Sharpe ratio.
Nifty, Open Interest, Index Options, Index Options Chain, Index Change in Open Interest
EMH, hypothesis, stocks trends, normality, weak form
Optimization, Order book, Futures, Indian, Bid-Ask, Spread, Limit Order Book, Slippage, XGBoost, Snapshot, Volatility, Precision
algorithmic trading, blockchain fund, cryptocurrency, decentralized, on-chain asset management
CRISP-DM; Alternative Risk Premia; Absolute Long Returns; Pairs of Pairs Futures Trading; Portfolio Construction
Mandelbrotian Fractal, Hurst Parameter, Calibration, Fractional Heston Model, Numerical Solution
