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louzer

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41 reputation
2
bio website meinwords.wordpress.com
location National University Of Singapore
age 27
visits member for 1 year, 9 months
seen Apr 19 '12 at 14:05
stats profile views 12
Prometheus in the making.

41 reputation
 bio website meinwords.wordpress.com visits member for 1 year, 9 months
2 badges
 location National University Of Singapore seen Apr 19 '12 at 14:05
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2 Questions

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6
 Why does this Co-integrated basket look too good to be true?
2
 If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?

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+30 Why does this Co-integrated basket look too good to be true?
+10 If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?

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basket
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random-walk
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cointegration
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stationarity
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fx

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