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Reinforcement learning in finance

I second the previous answer by Igor Rivin. In quantitative finance contexts Reinforcement Learning (RL) is chiefly employed to derive automated Portfolio Allocation Strategies showing superior ...
Giogre's user avatar
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Pairs trading - is regression done on log prices or log returns?

For short term behavior, you can regress (log) returns, or just compute their correlation. For long term behaviour, you work with prices or log prices, to detect co-integration. You never regress ...
achirikhin's user avatar
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Pairs trading - is regression done on log prices or log returns?

Both mean different things - depends on what you want to get out of it. . A price regression indicates you are searching for a combination of assets that has stationary properties so any deviation in ...
Arshdeep's user avatar
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