Home
Categories
EXPLORE
True Crime
Comedy
Society & Culture
Business
Sports
History
Music
About Us
Contact Us
Copyright
© 2024 PodJoint
00:00 / 00:00
Sign in

or

Don't have an account?
Sign up
Forgot password
https://is1-ssl.mzstatic.com/image/thumb/Podcasts221/v4/a3/ae/fc/a3aefca1-ac11-c660-b8b1-a5d2d69f02e5/mza_17759100345385614018.png/600x600bb.jpg
Model Portfolio Masterclass Series
Algo-Chain Education
11 episodes
8 months ago
Show more...
Investing
Education,
Business,
How To
RSS
All content for Model Portfolio Masterclass Series is the property of Algo-Chain Education and is served directly from their servers with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.
Show more...
Investing
Education,
Business,
How To
https://pbcdn1.podbean.com/imglogo/ep-logo/pbblog19514219/PodcastEpisode9.png
Decoding Market Dynamics: Applying Wavelet Techniques to Factor-Based Investment Strategies
Model Portfolio Masterclass Series
22 minutes 44 seconds
9 months ago
Decoding Market Dynamics: Applying Wavelet Techniques to Factor-Based Investment Strategies
Applying Wavelet Techniques to Factor-Based Investment Strategies In our latest podcast, we delve into the expanding landscape of factor investing, examining the surge in identified factors and the implications for investors. ✨ We also explore innovative research where wavelet techniques are applied to enhance investment strategies. 🕵️ Wavelet analysis allows for the decomposition of financial time series into various frequency components, enabling a nuanced understanding of market behaviors across different investment horizons. ⏳ This approach aids in distinguishing between short-term fluctuations and long-term trends, potentially leading to more effective risk management and improved returns. ⚖️ By integrating wavelet methods, investors can gain deeper insights into the dynamic nature of financial markets, making this a promising avenue for refining factor-based investment strategies. 🌐   References: The 300 Secrets* to High Stock Returns https://www.chicagobooth.edu/review/300-secrets-high-stock-returns Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform https://arxiv.org/abs/2401.06139   The Determinants of Stock and Bond Return Comovements https://academic.oup.com/rfs/article-abstract/23/6/2374/1568744    
Model Portfolio Masterclass Series