One of three American economists who won the 2013 economics Nobel prize on Monday for research into market prices and asset bubbles expressed alarm at the rapid rise in global housing prices. Robert Shiller, who shared the 8 million Swedish…
One of three American economists who won the 2013 economics Nobel prize on Monday for research into market prices and asset bubbles expressed alarm at the rapid rise in global housing prices. Robert Shiller, who shared the 8 million Swedish…
CIMB Group is a major, Asian bank and brokerage headquartered in Kuala Lumpur, Malaysia. Branches exist in Australia, Brunei, Cambodia, Indonesia, Laos, Myanmar, Philippines, Singapore, Thailand, and Vietnam. CIMB analyst, Eben Van Wyk of Australia, is one of the researchers…
Jeffrey Mishlove interviews David Aronson. Aronson is author of Evidence Based Technical Analysis and Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments. Here Aronson describes different types of machine learning.
CIMB Group is a major, Asian bank and brokerage headquartered in Kuala Lumpur, Malaysia. Branches exist in Australia, Brunei, Cambodia, Indonesia, Laos, Myanmar, Philippines, Singapore, Thailand, and Vietnam. CIMB analyst, Eben Van Wyk of Australia, is one of the researchers…
Jeffrey Mishlove interviews David Aronson. Aronson is author of Evidence Based Technical Analysis and Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments. Here Aronson focuses on the strengths and weaknesses of the Monte Carlo method for statistical validation…
Recently, I posed a question on several different LinkedIn discussion groups. The question was worded somewhat differently for each group, in order to maintain an alignment with the group focus. But, essentially, all of the question asked “When is studying…
Jeffrey Mishlove interviews David Aronson. Aronson is author of Evidence Based Technical Analysis and Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments. Here Aronson describes some of the pitfalls and biases that effect traders and how the scientific…
Jeffrey Mishlove interviews David Aronson. Aronson is author of Evidence Based Technical Analysis and Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments. Here Aronson describes how traders can benefit from the application of statistics and probability theory.
In this final segment, Peter Hafez, Director of Quantitative Research for the data provider RavenPack, addresses the question of the potential diminishing utility of news-based indicators as more traders incorporate them in their trading arsenal.
In this segment, Peter Hafez describes particular details concerning empirical research studies that show how both stocks and currencies respond to news-based, sentiment indicators. Peter Hafez is Director of Quantitative Research for the data provider RavenPack. Jeffrey Mishlove, PhD, is…