"I Have Never Seen a Bad Backtest": Modeling Reality in Quantitative Investing.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 142, doi. 10.3905/joi.2023.1.291
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- Publication type:
- Article
Works matching IS 10680896 AND DT 2024 AND VI 33 AND IP 1
Results: 9
1
2
Optimal Number of Ticks in a Spread Minimizes Trading Costs.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 122, doi. 10.3905/joi.2023.1.290
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- Publication type:
- Article
3
A New Global Portfolio Weighting Strategy Based on Cointegration Methods.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 100, doi. 10.3905/joi.2023.1.299
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- Publication type:
- Article
4
On the Potential Cost of Mandating Qualified Auctions for Marketable Retail Orders.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 69, doi. 10.3905/joi.2023.1.287
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- Publication type:
- Article
5
The Liquidity Impact of Commission-Free Trading on Stocks with Lottery Features.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 51, doi. 10.3905/joi.2023.1.286
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- Publication type:
- Article
6
ESG Integration in Practice: Liquidity, Market Impact, and Crowding.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 27, doi. 10.3905/joi.2023.1.289
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- Publication type:
- Article
7
Resilient Liquidity: The Robust Reaction of Equity Volume and Spreads to Market Volatility.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 12, doi. 10.3905/joi.2023.33.1.012
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- Publication type:
- Article
8
Excellence Gone Missing.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 7, doi. 10.3905/joi.2023.1.288
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- Publication type:
- Article
9
THE JOURNAL OF INVESTING.
- Published in:
- Journal of Investing, 2024, v. 33, n. 1, p. 1, doi. 10.3905/joi.2023.33.1.001
- Publication type:
- Article