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For questions citing or requesting references to academic and/or professional research.

2 votes

Can social media be applied to algorithmic trading?

There is a product called Wall Street Birds which can be used for trading. Still in invitation mode. Another sentiment based product is Piqqem
Suminda Sirinath S. Dharmasena's user avatar
-3 votes

What are some of the major quantitative approaches to tactical asset allocation?

I look at the slope of the natural log of the ratio between the asset class and composite, i.e., slope(ln(asset/composite)). Put this into 5 baskets and decide to over weight / under weight accordingl …
Suminda Sirinath S. Dharmasena's user avatar