Tag Archives: Macro Trading

In defense of a quantitative approach to financial markets

I have the feeling that there is some subtle yet spread misconception about data-driven research in financial markets and I will take this article: Seeking Alpha – Not Even Wrong: Why Data-Mined Market Predictions Are Worse Than Useless by Justice Litle … Continue reading

Posted in On backtesting | Tagged , , , , | 4 Comments

Quantitative trading in a Macro world

EDIT: The original title of this post was “Quantitative trading and Macroeconomics”, however more than Macroeconomics per se, this post wants to underline the impact that macro dynamics in general have on financial markets (where with “macro dynamics” I want to … Continue reading

Posted in Uncategorized | Tagged , | 3 Comments