New answers tagged quant-trading-strategies
you have to be careful to distinguish between trinomial trees in a theoretical sense which do not give unique prices, and trinomial trees chosen as an approximation to the risk-neutral measure of the BS model. In the second case, they are an effective numerical method as are binomial trees. Trinomial trees are more useful when you want to ensure nodes lie ...
Speech recognition signal processing is complex and possibly similar to the complexity of financial markets. They are similar as per characterictics the non stationarity, noise types and other aspects such us the existence of a cepstrum etc conceptual frequency and the grammar to construct and articulate concepts is not evenly and randomly distributed; so ...
Yes, you can and this is what you have to do. It will smooth the equity curve and will offer you a better risk-adjusted returns. Of course this is in case you have really different strategies. We are using software called Rightedgesystems for backtesting as it is just great and offers the ability to test multiple trading systems in one.
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