You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
I exclusively try to predict continuous variables, generally either (excess) return over some period or (excess) return scaled by a volatility forecast
By “excess return” I mean return neutralised to any factors that you plan to hedge in your portfolio (eg market, sector or country exposure)
The typical “quant” way to trade it is to solve some kind of optimization problem with a linear alpha term (your forecast is the alpha), quadratic risk term, and penalties for transaction costs/market impact
Gotcha, hope can find a text on tht. Curious how2 cap max and min exposure, but still have exposure scale smoothly basedOn alpha. Last thing Im wondering is how to test a binary signal. Just do lin reg with 1 dummyVar? backtest trading it directly? or should I avoid it entirely
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
