which trend is your friend?

which trend is your friend?
Listening to Chaotic Whispers

本文用连续的上下文内容、多样化信息、高效学习建立了机器学习模型预测股票未来走势

Listening to Chaotic Whispers
【VERDAD】2月合集

随着欧洲经济企稳, values spread 的均值回复可能正在开始 | 波动率系列

【VERDAD】2月合集
【VERDAD】| Making Sense of the machine Learning Arms Race

【VERDAD】| Making Sense of the machine Learning Arms Race
【VERDAD】A Macro View of Factors | The Sages of Wall Street

息差和因子 | 分析师预测

【VERDAD】A Macro View of Factors | The Sages of Wall Street
How Did Momentum Investing Perform After the Previous Two Valuation Peaks?

Value Spread；动量策略

How Did Momentum Investing Perform After the Previous Two Valuation Peaks?
Beyond Fama-French Factors: Alpha from Short-Term Signals

通过更有效的交易方法可以从短期信号中获得经济上和统计上高度显著的净alpha。

Beyond Fama-French Factors: Alpha from Short-Term Signals
Relative Sentiment and Machine Learning for Tactical Asset Allocation

对于相对情绪因子，使用机器学习模型后能够提取更多的预测信息..

Relative Sentiment and Machine Learning for Tactical Asset Allocation
Value Investing: Headwinds, Tailwinds, and Variables

Value Investing: Headwinds, Tailwinds, and Variables
A股的PEAD实证

对A股的PEAD现象进行简单实证检验

A股的PEAD实证
Short-term Momentum

本篇论文表明，反转和动量惊人地共存于1个月的形成期上——上个月交易清淡的股票表现出强劲的短期反转趋势，而上个月交易活跃的股票表现出几乎同样强劲的延续趋势

Short-term Momentum
Improving Document-Level Sentiment Classification Using Importance of Sentences

Improving Document-Level Sentiment Classification Using Importance of Sentences