time series Archives - Two Sigma https://montclaircapitalpartners.com/tag/time-series/ Mon, 15 Nov 2021 19:11:34 +0000 en-US hourly 1 https://wordpress.org/?v=6.8.2 Webinar: Deep Learning for Sequences in Quantitative Finance https://montclaircapitalpartners.com/articles/webinar-deep-learning-for-sequences-in-quantitative-finance/ Mon, 15 Nov 2021 19:11:34 +0000 https://montclaircapitalpartners.com/?post_type=articles&p=2529 The post Webinar: Deep Learning for Sequences in Quantitative Finance appeared first on Two Sigma.

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Making Sense of the Sharpe Ratio https://montclaircapitalpartners.com/articles/making-sense-of-the-sharpe-ratio/ Wed, 11 Jul 2018 14:26:25 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=714 The post Making Sense of the Sharpe Ratio appeared first on Two Sigma.

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Sharpe Ratio: Estimation, Confidence Intervals, and Hypothesis Testing https://montclaircapitalpartners.com/articles/sharpe-ratio-estimation-confidence-intervals-and-hypothesis-testing/ Wed, 13 Jun 2018 20:31:50 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=699 The post Sharpe Ratio: Estimation, Confidence Intervals, and Hypothesis Testing appeared first on Two Sigma.

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Smooth Storage: A Distributed Storage System for Managing Structured Time Series Data at Two Sigma https://montclaircapitalpartners.com/articles/smooth-storage-a-distributed-storage-system-for-managing-structured-time-series-data-at-two-sigma/ Thu, 12 Oct 2017 18:58:19 +0000 http://montclaircapitalpartners.com/?post_type=articles&p=584 The post Smooth Storage: A Distributed Storage System for Managing Structured Time Series Data at Two Sigma appeared first on Two Sigma.

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