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Quant Signals: PCA model and Backtesting Features
420 Views25 May 2024 01:47
Steno Research PCA model Using a Principal Component Analysis (PCA) model to analyze assets across financial markets provides a powerful framework...
What is covered in the Full Insight:
- Introduction to PCA Model
- Macro Anatomy of XLU US Equity
- Changes in Output Variables over Time
- Backtesting Fair Value Gap
- Decision to go Short on XLU US Equity
SUMMARY
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- Quant Signals: PCA model and Backtesting Features25 May 2024
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