Re:I've reproduced 130 research papers about “predicting the...
by shostack on Saturday August 17, 2019 @01:21PM
(#20725038)
What are good resources for reading up in very granular executional detail how others have made markets better historically with strategies that presumably are no longer delivering alpha because they've run their course for whatever reason?
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Re:I've reproduced 130 research papers about “predicting the...
by 1e-9 on Saturday August 17, 2019 @11:32PM
(#20728074)
I don't think you're going to find much execution detail that is credible in that context. There is plenty of higher-level analysis of such things. You might start with Andrew Lo's papers and work your way out from there.