The data-mining tag has no wiki summary.
-3
votes
1answer
344 views
Is there a piratebay for data(bases)? (here, talking about historical financial data) [closed]
I would like to, for example, access (and later, upload), for example, historical financial data for the S&P500.
If a piratebay for databases existed, maybe we could freely share information that ...
4
votes
0answers
329 views
How to better understand trading signals?
I am looking to get a better understanding of an output from a trading strategy. Basically I have a daily equity curve lets call it $Y_t$. I have defined a bunch of independent variables $X_{it}$ that ...
7
votes
0answers
287 views
Can we use White's reality check to compare two Sharpe ratios?
I read a paper from Ledoit and Wolf that proposes a method to compare two Sharpe ratios and a paper from White that proposes a method to compare $n$ trading rules.
My question is: Can we use White's ...
26
votes
6answers
3k views
Which approach dominates? Mathematical modeling or data mining?
According to my current understanding, there is a clear difference between data mining and mathematical modeling.
Data mining methods treat systems (e.g., financial markets) as a "black box". The ...
12
votes
3answers
1k views
How to encode trading strategies mathematically
If you have a bunch of different econometric data (e.g. indexes, FX,
commodities, interest rates...) you can try to find a formula to see
if there is any relationship in the data - e.g. to forecast ...
