Search results

Hi All i am trying to use fundemental analysis (financial ratios debt, pe, reven growht etc etc) and use these in combination with other momentum and mean reversion strategies however i havent been able to search for research papers that look in fundamental data for quant strategies (or some...

thanks! yes it looks quite good. lots of new blogs etc to explore

yes i am reading his book currently. thanks. i will check the blog too. pls keep the good suggestions coming

Hi All, Please can you suggest some good research papers, blogs, trading strategies for statistical arbitrage i..e momentum, mean reversion, and other stragies used for pair trading. I am aware that there is no one source that will publish their great ideas to public. I am more looking for...

Guys your opinions.............

Guys....any inputs here ... thanks!

Hi All I am using wolrdquant websim to get my hands on alphas idea and below are few of the ones that don't seem to be working can you please help me understand whats are the reasons here. I am not looking to make very high quality alphas at this phase. I am just trying to test my understand...

guys pls help me get started with this i am not saying those alphas are high quality. i am just trying to test these, understand the kogic behind and why and why not it works. I have bens scrolling forums and research papers..most of which hasnt been useful...so pls help me understand momentum...

i mean they perform average in terms of alpha and i would like to understand and refine them....was seeking help for that

i can test these formulas and they show a average performance i want to be able to enhance them and for that I want to understand whats the logic or main idea of the alpha (and thats the stuff i am asking for)

in websim (google it) these are standard function and are available in the simulator i am more interested to get sipporting dociments and papers, links etc to understand this thanks!

i have written an email to him hasnt got a reply thought we could discuss here.........

Hi All, I am an aspiring quantitative trader and have been reading up papers, books and now practicing on getting my alphas. I have come across this paper by Zura Kakushadze http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2701346 The paper has 101 Alphas. I have started to read these and...

thanks i am going to go through that blog

I don't plan to move to derivs anytime soon and will just focus on stats arbitrage on stocks (no other asset classes). thanks

Thanks a lot everyone I do spend a lot of time finding latest papers on google but haven't had much luck yet. please could you tell me of a good online blogs I can refer? and also somewhere I could search for research papers thanks

Thanks ! I am going to order it Any more recommendations

thanks, i am looking for specific recommendations on stats. arbitrage books, the one with more applicable stragies and alpha tips

hello all...any help here please?

thanks I do realize my thoughts had shortcomings I was trying to use the time series of prices and trying to implement mean reversion strategies there. Looks like I could shorten the time series to (lets says) a month? ranking the current price in the last one month time series could help...