Recent content by keith

  1. Baruch MFE A Day in the Life of a Baruch MFE student

    Is there life as a Quant?

  2. question about algo trading

    Hey, guys. I'm currently envolved in a project in figure out trading signals based on the price of a specific equity. What is the best way to figure out its trading signal based on historical signal? I'm looking into classification and decision tree, any ideas? PCA is a good thing, but I'm not...

  3. Examining Maximum likelihood estimation

    Hi, Guys. I have a series and I tried to regress on itself, meaning S(i+1)=a+bS(i)+error; I used 2 methods, OLS regression and MLE Regression. The result from OLS is not quite satisfying so I tried MLE regression. How can I tell if the MLE regression is good not not? I mean , for OLS regression...
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