Model
Ferra models the market with quantitative models such as
- Algorithmic trading models
- High frequency neural network based directional algorithmic trading models.
- Time series models
- Exponential smoothing, ARIMA and Theta models.
- Econometric models
- Vector autoregression and small scale econometric models.
- Other
- Other Ferra models include market and credit risk, asset allocation, asymmetric GARCH, extreme value and statistical arbitrage models.
Contact Ferra today for custom built quantitative models.