WEEKLY DIGEST 2014, December 07 - 14 for Quantitative Analysis, Trading and Development: Ebook and Method in Stocks
16 December 2014, 15:11
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WEEKLY DIGEST 2014, November 30 - December 07 for
Quantitative Analysis, Trading and Development: Economic forecasts and
data from Oxford Economics
The SEC is mustering its mathematical firepower in its Center for Risk and Quantitative Analytics, which was created last year soon after Mary Jo White took charge of the agency to help it get better at catching Wall Street misconduct, the WSJ reports. The enforcement unit, led by 14-year SEC veteran Lori Walsh, is housed deep within the warrens of the SEC’s Washington headquarters, and staffed by about 10 employees trained in fields such as mathematical finance, economics, accounting and computer programming. Ms. Walsh says access to new sources of data and new ways of processing the data have been key to finding evidence of wrongdoing. “When you look at data in different ways, you see new things,” she said in an interview.
Quant vs Chart Reading
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ebook review and to download
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The Morning Risk Report: Global Investigations Spur U.S. LawsuitsThe SEC is mustering its mathematical firepower in its Center for Risk and Quantitative Analytics, which was created last year soon after Mary Jo White took charge of the agency to help it get better at catching Wall Street misconduct, the WSJ reports. The enforcement unit, led by 14-year SEC veteran Lori Walsh, is housed deep within the warrens of the SEC’s Washington headquarters, and staffed by about 10 employees trained in fields such as mathematical finance, economics, accounting and computer programming. Ms. Walsh says access to new sources of data and new ways of processing the data have been key to finding evidence of wrongdoing. “When you look at data in different ways, you see new things,” she said in an interview.
Quant vs Chart Reading
Academic studies have shown that the most reliable way to determine
future price movements from past price movements, is by use of momentum. In the Forex market, a momentum study is best applied to the four
major Forex currency pairs by simply checking whether the weekly close
is above or below the weekly close 13 weeks ago. If the price is higher, the statistical edge is in trading that pair long. If the price is lower, the statistical edge is in trading that pair short.
On this basis, the quantitative momentum forecast for the edge during the coming week.
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ebook review and to download
