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Using Quadratic Discriminant Analysis To Optimize An Intraday Momentum Strategy

By Lamarcus Coleman In this post, we will create an Intraday Momentum Strategy and use QDA as a means of optimizing our strategy. We’ll begin by reviewing Linear Discriminant Analysis or LDA and how it is associated with QDA, gain an understanding of QDA and when we might implement this technique instead of Linear Discriminant Analysis....

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Using Quadratic Discriminant Analysis To Optimize An Intraday Momentum Strategy

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