By Tucker Balch, Ph.D. and Anderson Trimm, Ph.D. “A stop order is an order placed with a broker to sell a security when it reaches a certain price. A stop-loss order is designed to limit an investor’s loss on a position in a security” —investopedia. In this article we investigate how the addition of stop-loss orders affect […]
Strategies that trade frequently usually have high turnover and are therefore taxed at a higher rate than strategies that hold positions for one year or longer. In this article we examine the tax consequences for high turnover strategies. keywords: short term capital gains tax, investing, trading
To answer that question, we asked our Machine Learning-based forecaster what it thought would happen a month ago.
This question comes up every time I teach Computational Investing. Here’s my attempt to create the best, (final?) answer to this question.
The Wall Street Journal interviews a student who completed my MOOC.
“I’ve never seen a bad backtest” — Dimitris Melas, head of research at MSCI.