Model behaviour.
Automated trading systems do not always perform well. There are three different types of quantitative approaches to investing: trend-following systems, models that identify so-called value effects in shares, and systems that continuously search the markets for arbitrage opportunities. According t...
| Publicado en: | Economist Vol. 394; pp. 71 - 72 |
|---|---|
| Formato: | Artículo |
| Publicado: |
Economist Newspaper Limited
1/23/2010
|
| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |