Cluster Analysis for Evaluating Trading Strategies

Jeff Bacidore, Kathryn Berkow, Ben Polidore and Nigam Saraiya
The Journal of Trading Fall 2018, 13 (4) 132-137; DOI: https://doi.org/10.3905/jot.2018.13.4.132

Article Information

vol. 13 no. 4 132-137
DOI 
https://doi.org/10.3905/jot.2018.13.4.132
Published By 
Pageant Media Ltd
Print ISSN 
1559-3967
Online ISSN 
2168-8427
History 
  • Published online November 1, 2018.
Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Jeff Bacidore
    1. is the managing director and head of Algorithmic Trading at ITG, Inc., in New York, NY. (jeff.bacidore{at}itg.com)
  2. Kathryn Berkow
    1. is a quantitative analyst for Algorithmic Trading at ITG, Inc., in New York, NY. (kathryn.berkow{at}itg.com)
  3. Ben Polidore
    1. is the director of Algorithmic Trading at ITG, Inc., in New York, NY. (benjamin.polidore{at}itg.com)
  4. Nigam Saraiya
    1. is a vice president of Algorithmic Trading at ITG, Inc., in New York, NY. (nigam.saraiya{at}itg.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Cluster Analysis for Evaluating Trading Strategies
Jeff Bacidore, Kathryn Berkow, Ben Polidore, Nigam Saraiya
The Journal of Trading Oct 2018, 13 (4) 132-137; DOI: 10.3905/jot.2018.13.4.132
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