Quantitative investment and trading ideas, research, and analysis.
Thursday, March 05, 2020
Why does our Tail Reaper program work in times of market turmoil?
I generally don't like to write about our investment programs here, since the good folks at the National Futures Association would then...
Monday, December 09, 2019
US nonfarm employment prediction using RIWI Corp. alternative data
Introduction The monthly US nonfarm payroll (NFP) announcement by the United States Bureau of Labor Statistics (BLS) is one of the mos...
Wednesday, December 04, 2019
Experiments with GANs for Simulating Returns (Guest post)
By Akshay Nautiyal, Quantinsti Simulating returns using either the traditional closed-form equations or probabilistic models like Mon...
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