All Questions
Tagged with forecasting quant-trading-strategies
8
questions
11
votes
1
answer
318
views
Trading strategy for a misspecified density
I am trying to implement a strategy that exploits potential misspecifications in density predictions (e.g.: long states with too-low probability; short states with too-high probability).
In particular,...
- 1,471
1
vote
0
answers
106
views
Probability of outlier events for laplace distribution
I've read that the laplace distribution is better for forecasting purposes than the normal distribution due to it better accounting for fat tails. However, when I run the numbers in matlab, laplace ...
- 125
1
vote
1
answer
2k
views
Selecting timeframe for time series analysis
In technical analysis, we may use confluence of direction for 3 timeframes to roughly gauge bias of market now.
Similarly, if we use time series forecasting methods to predict(say daily data-whether S&...
- 131
2
votes
2
answers
675
views
Evaluating forecasting algorithm
I am trying to evaluate a forecasting algorithm for stock price prediction. However, the performance of the algorithm may be very much tied to the trading strategy.
Is there a systematic way for ...
- 167
14
votes
1
answer
1k
views
What is the Sugihara Trading System?
I recently heard the term Sugihara Trading System. I guess it might be some trading strategy or a special model to predict trends in market data, but I couldn't find out anything about it. Does anyone ...
- 563
28
votes
8
answers
16k
views
How are cryptography and speech recognition technology applied to forecasting financial markets?
One of the answers to my previous question regarding the strategy of Renaissance Technologies, there was a reference to The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly ...
- 27.5k
37
votes
4
answers
10k
views
What types of neural networks are most appropriate for trading?
What types of neural networks are most appropriate for forecasting returns? Can neural networks be the basis for a high-frequency trading strategy?
Types of neural networks include:
Radial Basis ...
- 471
59
votes
9
answers
35k
views
How useful is the genetic algorithm for financial market forecasting?
There is a large body of literature on the "success" of the application of evolutionary algorithms in general, and the genetic algorithm in particular, to the financial markets.
However, I feel ...
- 1,261