Automated Alpha is a blog about the stock market, algorithmic trading, and quantitative finance. Algorithmic trading is the discipline of using programs to analyze and automatically execute trading strategies.
Pointers, Not Papers
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Having just crammed everything we could of a 10 page paper into 5 pages for
a workshop paper, I admit that besides (once again) being annoyed by having
to ...
Unexpected Events
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BarroMetrics Views:Unexpected Events Today’s FT has a number of interesting
events, events that I’d classify as ‘unexpected’. (An unexpected event is
one w...
Why I am not boycotting Elsevier
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The blogosphere has been abuzz lately with news of the boycott against
Elsevier and its unexpectedly quick impact. Indeed, the fact that the
Research Works...
Hidden Markov model applied to FX prediction
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I read with interest an older paper "Can Markov Switching Models Predict
Excess Foreign Exchange Returns?" by Dueker and Neely of the Federal
Reserve Bank ...
Making Money as a Student
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Every kid needs to make some money , right ? You want a job. You can’t get
a job. You need experience. You got no experience. High School and College
kid p...
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