Tag: signals
Concepts
Interview Questions
- Blending three noisy fair-value estimates
- Combining two noisy estimates of fair value
- A six-cent signal in a ten-cent market
- Blending two noisy models into one estimate
- Folding in a third signal
- When the market is thin, lean on your model
- Updating a fair value with a fresh print
- Trading on a private signal against an efficient price
- When inventory says sell but your signal says hold