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In financial markets, two of the most common trading strategies used by investors are the momentum and mean reversion strategies. If a stock exhibits momentum (or trending behavior as shown in the figure below), its price on the current period is more likely to increase (decrease) if it has already increased (decreased) on the previous period.
When the return of a stock at time t depends in some way on the return at the previous time t-1, the returns are said to be autocorrelated. In…Continue
Added by Vincent Granville on July 8, 2019 at 10:25am — No Comments
Summary: The annual Burtch Works salary survey tells us a lot about which industries are using the most data scientists and the difference between higher and lower skilled data scientists. Salary increases show us whether demand is increasing, and finally we take a shot at determining which skills are most in demand.
What a difference a few years can make. We used to say that everyone loves a data scientist – and wants to be one. …Continue
Added by Vincent Granville on July 8, 2019 at 10:18am — No Comments