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 1,
Types of financial assets securit...,
Types of financial markets 3
19
cards
Future Markets and EFTs
Underlying asset 1,
Derivatives 2,
Types of derivatives 3
15
cards
Limit Order Books
Limited order book continuous dou...,
Limit orders 2,
Market orders 3
13
cards
Slippage and Market Makers
Slippage 1,
Incurring slippage 2,
Expected execution price 3
11
cards
Front Running and Dark Pools
Large order definition 1,
Front running 2,
Dark pools 3
4
cards
Execution Algorithms and Returns
Execution algorithms 1,
Benchmarks of ea 2,
Notation for trades 3
18
cards
Equity Curves and Perfect Returns
Position signal vectors 1,
Signals 2,
Aggregating returns cumulative re...
6
cards
Risk Reward Measures
Performance measures 1,
Aspects of performance measures 2,
Sharpe ratio 3
11
cards
Moving Averages and Bollinger Bands
Filtering time series types 1,
Causal filters 2,
Moving averages rolling average m...
11
cards
Path Dependence
Path independence 1,
Entries and exists 2,
Path dependence 3
5
cards
Slippage (again)
Slippage 1,
Conservative 2,
Slippage modelling 3
3
cards
Mean Reversion Strategies
Mean reversion 1,
Spread 2,
Interdelivery spread 3
12
cards
Momentum Strategies and Strategy Parameters
Momentum strategies 1,
Triple moving average 2,
Relative strength 3
7
cards
Parameter Combinations and Optimisation
Counting parameters 1,
Optimisation criteria fitness fun...,
Example fitness function 3
7
cards
Cross-Validation
Cross validation 1,
In sample test 2,
Out of sample test 3
4
cards
Walk Forward Schemes
Walk forward scheme 1,
Steps for wfs 2,
Initialise training and test peri...
8
cards
Bias
Backtesting 1,
Bias in trading 2,
Survivorship bias 3
6
cards
Formulas
Cash dividends 1,
Stock dividends stock splits 2,
Vwap 3
21
cards
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226
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