New answers tagged quant-trading-strategies
QSTK is nice and open source , it is the QuantSciTookKit and it has some good functionality if you are interested in python programming. Here is the link: http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit
Yes, you can use e.g. the ECB daily official foreign exchange rate data as a reliable and consistent daily timeseries. ECB does a fixing at 14:15 CET, by some methodology they call a "daily concertation procedure". I don't easily find a description of the details (are they considering only traded prices, or bids and offers? How long of a time window ...
Try to give David Spiegelhalter a read/listen to David Spiegelhalter's work and research. He is a statistician and a Professor of the Public Understanding of Risk at Cambridge England. Rather than new ways of calculating risk, he looks at ways of communicating risk to a general public that doesn't have any knowledge of stats. I Linked an interesting ...
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