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Thread Author Replies Last Post
Use of FHist in a historical simulation
I'm trying to implement a simple ranking that uses Price/EBITDA, favouring those stocks where ...
smaug 8 Feb 16, 2020 6:59:55 PM
by SpacemanJones
OOS Peformance / Real Performance
I put together a quick OOS Performance Presentation based on latley discussions of OOS Performance. ...
judgetrade 2 Feb 7, 2020 11:30:32 AM
by wwasilev
Homework: Testing 150 Factors and some of its combinations...
https://theinvestmentcapm.com/uploads/1/2/2/6/122679606/q5_2020jan_stylerf.pdf See page 19 - 21, ...
judgetrade 3 Feb 3, 2020 6:08:46 AM
by judgetrade
Market Timing - only 4 trades since 2000
Here is a model that hardly ever trades, but still shows an annualized return of over 13% since ...
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geov 58 Jan 31, 2020 3:24:25 PM
by Jrinne
US economy grows at 2.1 per cent rate in fourth quarter
US economy grows at 2.1 per cent rate in fourth quarter Economy grows at slowest annual pace since ...
geov Jan 30, 2020 9:19:24 AM
by geov
Inspector Sector's models are example for hybrid system - It is working for last 3 years and continue to work.
Steve/Inspector Sector, You have figured out how to use P123 PROFITABLY for last 3 years by ...
kumar 7 Jan 30, 2020 6:38:48 AM
by InspectorSector
Do quant-based value models work out-of-sample?
If you want to have faith that quant-based value strategies still work, check out LSV Asset ...
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yuvaltaylor 22 Jan 19, 2020 10:30:58 AM
by RTNL
this might be a good data partner for p123 https://www.newconstructs.com/
this might be a good data partner for p123 https://www.newconstructs.com/
judgetrade 8 Jan 14, 2020 7:57:34 AM
by RTNL
when the international data will be available?
Hi p123 team, any idea on when the global data will be released? Or maybe some beta site to try ...
gs3 Jan 14, 2020 5:29:26 AM
by gs3
P123 is ALL about machine learning now.
All, It is true. Exposing stock ID numbers was so that Yuval could do bootstrapping as Yuval ...
Page:  1   2   3
Jrinne 21 Jan 11, 2020 4:39:50 PM
by yuvaltaylor
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