Z Score Approach
topic on 1 show · 1 statements across 1 episodes
1 statements about Z Score Approach, every show
Marshall Wace Uses Z-Scores to Quantify and Manage Short Crowding
“We have rules about individual stocks, both on the long and the short side, in terms of how big we can be in the positions. But we also implement it at the aggregate level. So we have a crowdedness factor. So we have a Z-score approach to measuring short crowd…”