Machine learning can help money managers time markets, build portfolios, and manage risk
Research suggests today’s computers can predict asset returns with an unprecedented accuracy.
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Using big-data techniques to construct hedge portfolios
Using a three-pass method to isolate individual risk premia
How HFT is changing what we know about the market
When TV producers are looking for footage to illustrate financial news, the easiest choice is often the trading floor of an exchange, with traders gesticulating and shouting.
Want an efficient portfolio? Try this model
Researchers have devised a method that could help some traders, including those managing large portfolios or those working in statistical arbitrage groups who are seeking to capitalize on pricing inefficiencies between securities.