Quantitative Trading and Systematic Investing
Letian Wang Blog on Quant Trading and Portfolio Management
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2019
12-28
Exponential Moving Average (EWA) and Irregular Tick Data Intervals
11-30
Gaussian Mixture and Regime Switching Model to Capture Stock Market Regimes
02-17
ARIMA GARCH Model and Stock Market Prediction
2018
12-30
Principal Component Analysis and Yield Curves