Section Article

QUANTITATIVE ANALYSIS: TRADING MODELS INCORPORATING CONCEALED COMPONENTS
Author(s): Dr. Antim Prasad

Abstract
Quantitative trading models have become indispensable in contemporary financial markets facilitating data-driven decision-making and algorithmic execution. Among the emerging paradigms trading models incorporating concealed components such as latent factors hidden variables or unobservable market indicators have garnered significant attention. These components capture hidden market dynamics risk factors and investor behavior patterns that are not immediately discernible through observable price movements or standard financial indicators. By integrating concealed components into quantitative frameworks traders and financial institutions can enhance predictive accuracy optimize portfolio allocation and improve risk-adjusted returns.