Z-score approach
1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Sep 21, 2020 by Sir Paul Marshall · across every show →
Everything said about Z-score approach, oldest first
Sep 21, 2020 positive
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…”