This class was created by Brainscape user Josh Kay. Visit their profile to learn more about the creator.
By:
Josh Kay
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Decks in this class (18)
Financial Markets and Equities
Financial market,
Types of financial assets,
Types of financial markets
19
cards
Future Markets and EFTs
Underlying asset,
Derivatives,
Types of derivatives
15
cards
Limit Order Books
Limited order book,
Limit orders,
Market orders
13
cards
Slippage and Market Makers
Slippage,
Incurring slippage,
Expected execution price
11
cards
Front Running and Dark Pools
Order large,
Front running,
Dark pools
4
cards
Execution Algorithms and Returns
Execution algorithms,
Benchmarks of ea,
Notation for trades
18
cards
Equity Curves and Perfect Returns
Position signal vectors,
Signals,
Aggregating returns cumulative re...
6
cards
Risk Reward Measures
Performance measures,
Aspects of performance measures,
Sharpe ratio
11
cards
Moving Averages and Bollinger Bands
Filtering time series types,
Casual filters,
Moving averages rolling average mean
11
cards
Path Dependence
Path dependence,
Entries and exists,
Path dependence
5
cards
Slippage (again)
Slippage,
Conservative,
Slippage modelling
3
cards
Mean Reversion Strategies
Mean reversion,
Spread,
Interdelivery spread
12
cards
Momentum Strategies and Strategy Parameters
Momentum strategies,
Triple moving average,
Relative strength
7
cards
Parameter Combinations and Optimisation
Counting parameters,
Optimisation criteria,
Example
7
cards
Cross-Validation
Cross validation,
In sample test,
Out of sample test
4
cards
Walk Forward Schemes
Walk forward scheme,
Steps for wfs,
Initialise training and test period
8
cards
Bias
Backtesting,
Bias in trading,
Survivorship bias
6
cards
Formulas
Cash dividends,
Stock dividends stock splits,
Vwap
21
cards
More about
226
- Class purpose General learning
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