Preloader

Tag: stock picking

COMPUTER SCIENCE RESEARCH PRODUCES NEW TYPE OF REGRESSION ALGORITHM FOR STOCK PICKING

by sofia | Posted on

Study looks at combining text data and financial quantitative data to produce a model for predicting a stocks daily return. Tony Zhao Zhao is a PhD student at Macquarie University. He has worked on a wide range of topics including embedded systems, digital signal processing, machine learning, large-scale data processing and natural language processing but

Read More

ALGORITHMIC TRADING USING SHORT INTEREST AS THE PRIMARY TRADING SIGNAL

by sofia | Posted on

A new study by CMCRC researchers James Melouney and Dr. Matthew Clifton report that a trading strategy based on short-selling information can be used to develop several stock portfolios, achieving annual returns ranging from 0.2118% to 6.3015% after transaction costs. Short-selling refers to the selling of stocks one does not currently own and subsequently purchasing

Read More