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Applied Forecasting

Forecasting, time series analysis, demand planning, prediction and estimation

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Real-Time Trading During the Euro-Crisis

MDFA-XT is a recent application of new real-time multivariate filtering techniques (MDFA) to financial trading, more specifically it is a trading algorithm for the MSCI-emerging market set-up on one of our dedicated `economic indices' websites. I briefly review its current performance here.<... /p>

“Real-Time Trading During the Euro-Crisis” vollständig lesen

Posted on 2010-05-21Author adminCategories Research

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