Speaker:
Dr. Jose Mario Quintana
BEST, LLC - USA

Title:
Bayesian Efficient Trading           

Abstract:
On the one hand the assumption of inefficient markets seems to imply
efficient markets; on the other hand, the converse also holds true! We
address the Efficient Market Paradox from a Bayesian perspective that gives
way to insights on the Bayesian nature of the overall behavior of liquid
free financial markets, and on a class of Bayesian efficient trading
strategies based on stochastic forecasting models.