no code implementations • 16 Sep 2021 • Lawrence Middleton, James Dodd, Simone Rijavec
Trading styles can be classified into either trend-following or mean-reverting.
no code implementations • 22 Jan 2020 • Graham Baird, James Dodd, Lawrence Middleton
The purpose of this paper is to introduce a new growth adjusted price-earnings measure (GA-P/E) and assess its efficacy as measure of value and predictor of future stock returns.
no code implementations • 5 Feb 2019 • Lawrence Middleton, George Deligiannidis, Arnaud Doucet, Pierre E. Jacob
We consider the approximation of expectations with respect to the distribution of a latent Markov process given noisy measurements.