Masoud Ebadi Kivaj Website

Perfomance Analysis 2017 04 05 to 2018 04 05

Posted on April 16, 2018

Intro [Read More]

Assimilating Cassandra

Predicting Index

Posted on March 30, 2018

Current problem [Read More]

Tags: LASSO Riged Elastic net AR rnn Recurrent Neural Network gru lstm rwgrwssion Shrinkage PCA Random Forest R nnetar

Assumed An Imaginary Market

Pair Trading

Posted on August 11, 2017

Imaginary World [Read More]

Tags: Pair Trading Spread Cointegration Performance Analysis Backtesting Dynamic OLS Integrated Modified OLS PCA R

A Look At Price Limit

Sky is the limit and censored. Let's chaine it.

Posted on May 30, 2017

Price limit and Markov Chains [Read More]

Tags: Price limit Markov chains censored normal distribution Information in High and Low R

Term Structure Of Gold_coins Part 3

Latent Factors

Posted on May 23, 2017

Minimum-Chi-Square Estimation of Latent Factor Model [Read More]

Tags: Latent Factors Model Futures Minimum Chi Square Affine Arbitrage-Free spread R