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Center for Nonlinear Studies |
Financial markets are very hard if not impossible to predict. Prices are the results of the interactions, selection and adaptation of an ecology of strategies informed by a highly heterogeneous set of information. In the last 30 years the financial industry has developed quantitative trading techniques that allowed the rise of the hedge funds industry. This talk is focused on algorithmic trading in finance. Methods from time series analysis, signal processing, statistics, machine learning and optimization are examples of approaches used in the development of trading models. I will present non-proprietary quantitative trading techniques published in the practitioner and academic literature.
Host: Sara Y Del Valle