Tag: benchmarks

Statistical learning for macro trading involves model training, model validation and learning method testing. A simple workflow determines form and parameters of trading...

Low-risk investment strategies prefer leveraged low-risk assets over high-risk assets. The measure of risk can be based on price statistics, such as volatility and...

Loss aversion means that people are more sensitive to losses than to gains. This asymmetry is backed by ample experimental evidence. Loss aversion is...