Tags Statistical methods

Tag: statistical methods


A statistical learning workflow for macro trading strategies

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

The basics of low-risk strategies

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...

How loss aversion increases market volatility and predicts returns

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