Guru Re-grades

Guru Re-grades

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What happens to the rankings of Guru Grades after weighting each forecast by forecast horizon and specificity? In their March 2017 paper entitled “Evaluation and Ranking of Market Forecasters”, David Bailey, Jonathan Borwein, Amir Salehipour and Marcos Lopez de Prado re-evaluate and re-rank market forecasters covered in Guru Grades after weighting each forecast by these two parameters. They employ More

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via Stock Market Research, Investing Analysis, Trading Strategies – CXO Advisory http://ift.tt/2a9UJEA

May 18, 2017 at 11:18AM

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