We are going to examine the mean-reverting and trending properties of SP500 directly using the autocorrelation functions. We do so with the goal of designing quantitative trading systems on stock indices. http://tech.harbourfronts.com/autocorrelation-properties-of-sp500-quantitative-trading-in-python/
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- Publiée31 mars 2021 à 23:08 UTC
- Durée2 min
- ClassificationTous publics