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Getting more for less: better A / B testing via causal regularisation
A causal machine learning algorithm is used to estimate trades’ price impact ....
New York
,
United States
,
Columbia University
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City Of
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United Kingdom
,
Steve Gaudette
,
Johannes Muhle Karbe
,
Kolm Westray
,
Petter Kolm
,
Jegadeesh Titman
,
Kevin Webster
,
Nicholas Westray
,
Deutsche Bank
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Cambridge University Press
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Courant Institute Of Mathematical Sciences
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Cambridge University
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Imperial College
,
Shares Russell
,
Mathematical Sciences
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Neural Information Processing Systems
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Portfolio Management
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Transaction Cost Analysis
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Trading Strategy
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Trade Execution
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Investment Strategies
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Algorithmic Trading
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Stocks At 52-Week Lows Or 52-Week Highs? Where To Find Your Next Big Winner
Your next big winner may come from an unexpected place. ....
United States
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Jegadeesh Titman
,
Cliff Asness
,
Eugene Fama
,
Chicago University
,
Eugen Fama
,
Efficient Market Theory
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Nefficient Market
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Momentum Stocks
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Stocks Nearing 52 Week High
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52 Week High Stocks
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Next Big Winner
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Multibagger Stocks 2023
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Momentum Investing
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