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Special Report on

Machine Learning in Statistical Arbitrage

machine learning in statistical arbitrage special research report Photo by
In deterministic arbitrage a sure profit can be obtained from being long some securities and short others. In statistical arbitrage there is a statistical mispricing of one or more assets based on the expected value of these assets. In other words, statistical arbitrage conjectures statistical mispricings or price relationships that are true in expectation , in the long run when repeating a trading strategy.
Progress Apama : How Deep Does HFT's Rabbit Hole Go ...
This month, while waiting for the new Strategy Tester, I felt myself pretty void of ideas. I realised that the content that we produce is effectively drying out. The backtest is the creed of the trader, what gives him confidence in the trading strategies that he attempts. By the mid of march I stumble upon some Progress Apama recorded webinars entitled “Build Quickly, Run Fast” and “From Concept to Profit in No Time Flat” . Sure, our study objective is not the Progress Apama platform. That is an institutional, high frequency platform, that we’ll never put our hands on, however it’s interesting ... market research, surveys and trends
Market Pipeline: The New [Quantitative Finance] Math
(Alpha Magazine) Smarting from last summer’s huge losses, quantitative hedge funds are pressing into new realms of science in an effort to prosper during the ongoing credit crisis. For a man whose flagship hedge fund is running on fumes, Marek Fludzinski couldn’t be calmer. The founder and CEO of New York–based Thales Fund Management has watched his firm’s assets plummet by more than $1 billion during the past year, as Thales, like most quantitative managers, has suffered as a result of the global credit crisis that began last summer. But Fludzinski, who has a Ph.D. in theoretical physics from Princeton ... market research, surveys and trends


Data Mining In America: Bush Uses It To Find Terrorists? Multiple ...
ZAHN: Now your most personal information at risk tonight. Some members of Congress are outraged. It is bound to make you very angry, too. Private data brokers, people who make their living snooping for private, personal and financial information, maybe even yours, and selling it to others. Now if that sounds like it should be illegal, you are in for a few surprises. There were hearings about it today on Capitol Hill. And our technology correspondent Daniel Sieberg noticed a very familiar face in the witness chair, someone he's reported on before. (BEGIN VIDEOTAPE) REP. ED WHITFIELD (R), KENTUCKY: So Mr. Vitelle, my question ... industry trends, business articles and survey research
Machine Learning
In the Fall of 2007, two MIT students carried out a class project exploring how presumably private data could be inferred from an online social networking system. Their experiment was to predict the sexual orientation of Facebook users who make their basic information public by analyzing friendship associations. As reported in the Boston Globe last month, the students’ had not yet published their results. Well, now they have — in the October issue of the First Monday, “one of the first openly accessible, peer–reviewed journals on the Internet”. The paper has a lot of detail on the methodology for ... industry trends, business articles and survey research


LNAI 3955 - An Intelligent Statistical Arbitrage Trading System
detection of statistical arbitrage opportunities in a pair of two Indian stocks. .... machine learning and linear models. In Refenes, A., Abu-Mostafa, Y., ... technology research, surveys study and trend statistics
Identification of human pathogens isolated from blood using ...
Division Infectious Diseases, Department of Medicine I, Medical University of Vienna, Währinger Gürtel 18-20, A-1090 Vienna, Austria 4 Biogenetics and Natural Resources, Austrian Research Centers GmbH – ARC, Mendelstrasse 1, A-2444 Seibersdorf, Austria Herbert Wiesinger-Mayr: herbert.wiesinger/at/ ; Klemens Vierlinger: klemens.vierlinger/at/ ; Rudolf Pichler: rudolf.pichler/at/ ; Albert Kriegner: albert.kriegner/at/ ; Alexander M Hirschl: alexander.hirschl/at/ ; Elisabeth Presterl: elisabeth.presterl/at/ ; Levente Bodrossy: ... technology research, surveys study and trend statistics
Statistical Arbitrage Stock Trading using Time Delay Neural Networks
Statistical Arbitrage Stock Trading using. Time Delay Neural Networks. Chris Pennock. Final Project, Machine Learning, Fall 2004. Instructor: Yann Le Cun ...
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do you think quantative analysis using math by software will ...
It will be a long time until computers have the ability to design a good model. For now they can just solve the equations. posted January 17, 2007 I think your question is a good one. Look at James Simmons who works about 20 minutes from where I live on Long Island. He was a math chair at SUNY Stony Brook before going into investment management. I have a lot of hedge fund clients and the quants are becoming more and more of a force. posted January 17, 2007 Specialist Leader at Deloitte Consulting, LLP see all my answers Best Answers in: Bond Markets (12), Equity Markets (12), Hedge Funds (5), Derivatives Markets (4), Risk ...
Math is cool, right? | Ask MetaFilter
I'm giving a talk to a group of students (grades 10, 11, 12) at the end of April, who are attending a Math Camp at my University. The talk is called "What I Wish I Knew About Math In High School" and I'd like to discuss things that I've discovered about math that I think are really cool, but you would never have been encouraged to learn about while you were in high school. The current high school curriculum focuses on algebra, trig, and (in the later years) pre-calculus, which is an amazingly small portion of what math has to offer. I'm interested in hearing what type of things the hive mind finds fascinating ...