Tag Archives: Quantitative Finance

Financial Re-Engineering [Via MIT World]

Posted on November 6, 2010 by Daniel Martin Katz
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Twitter Mood Predicts the Stock Market

Posted on October 17, 2010 by Daniel Martin Katz

From the physics arXiv comes the interesting paper entitled Twitter mood predicts the stock market. Mike has additional information on the paper over at ETF Central.  However — for those who might be interested — here is the abstract: “Behavioral … Continue reading →

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New Paper Available on SSRN: A Profitable Trading and Risk Management Strategy Despite Transaction Cost

Posted on March 16, 2010 by mjbommar

Readers might be interested in an article that A. Duran and I have coming out in Quantitative Finance this year entitled A Profitable Trading and Risk Management Strategy Despite Transaction Cost. In the article, we develop a strategy which outperforms … Continue reading →

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Is It Real, or Is It Randomized?: A Financial Turing Test

Posted on March 8, 2010 by Daniel Martin Katz

From the abstract … “We construct a financial “Turing test” to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of an online video-game where players are challenged to distinguish actual financial market returns … Continue reading →

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