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Regression Based Alpha Strategies Using Sentiment

15 June 2022 Editor Comments Off on Regression Based Alpha Strategies Using Sentiment
Using regression-based analysis on news sentiment[1] can provide higher returns while limiting maximum monthly drawdown and risk. Alexandria uses an elastic net regression calibrated on a rolling 10-year window to rank stocks by sentiment; the […]
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Marco Avellaneda 1955 – 2022

13 June 2022 Editor Comments Off on Marco Avellaneda 1955 – 2022
“The beautiful French Bourbakian edifice of mathematics is really some re-elaboration of the fact that it’s all about science, it’s all about borrowing from actual observation. Pythagoras’ theorem is from a guy who wanted to […]
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SOFR Academy Appoints Alex Edmans to Panel of Advisors

29 April 2022 Editor Comments Off on SOFR Academy Appoints Alex Edmans to Panel of Advisors
London Business School Professor of Finance joins academics from Harvard University, the University of California Berkeley, New York University, the University of Oxford, and Tsinghua University, as well as experienced financial services professionals

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