Quantitative Trading
3 Threads
Linear regression is one of the best tools in quantitative trading research. But 99% of traders and investors don't understand it. βοΈ Every trader needs to understand how it work...
1) Lies, Damned Lies, and Statistics: My uneasy relationship with data
My last thread on market making concluded that managing inventory risk is key to staying in the MM business This oneβs dives into exactly what that means, and Iβll walk through a...
