Status Updates From Systematic Trading: A uniqu...
Systematic Trading: A unique new method for designing trading and investing systems by
Status Updates Showing 1-30 of 118
امیر
is on page 55 of 325
با وجود اینکه با ادبیات تخصصی مورد نیاز اشنا نیستم و کتاب به زبان انگلیسی هست، با این وجود کتاب بسیار مفید و جذابی هست و برای کسانی مثل من که دغدغه های مالی دارند میتونه کمک کننده باشه.
— Apr 19, 2025 06:47AM
Add a comment
Loc Nguyen
is on page 126 of 325
6. Instruments: not yet going into the framework, just an overview of how to decide on instruments
a) Min req: open data, accessible min size, controllable price drivers, some volatility; b) instr fit w style: max no of instrs; low correlation for diversification; low cost & high liq (high cost & low liq = slow trade); balance skew of instr w style (e.g. use (+) skew rule on a (-) skew asset); c) access methods
— Jul 11, 2024 12:10AM
Add a comment
a) Min req: open data, accessible min size, controllable price drivers, some volatility; b) instr fit w style: max no of instrs; low correlation for diversification; low cost & high liq (high cost & low liq = slow trade); balance skew of instr w style (e.g. use (+) skew rule on a (-) skew asset); c) access methods
Loc Nguyen
is on page 118 of 325
6. Instruments: not yet going into the framework, just an overview of how to decide on instruments
a) Min req: open data, accessible min size, controllable price drivers, some volatility; b) instr fit w style: max no of instrs; low correlation for diversification; low cost & high liq (high cost & low liq = slow trade); balance skew of instr w style (e.g. use (+) skew rule on a (-) skew asset); c) access methods
— Jul 11, 2024 12:08AM
Add a comment
a) Min req: open data, accessible min size, controllable price drivers, some volatility; b) instr fit w style: max no of instrs; low correlation for diversification; low cost & high liq (high cost & low liq = slow trade); balance skew of instr w style (e.g. use (+) skew rule on a (-) skew asset); c) access methods
