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seen May 15 at 12:55
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Sep
14
comment How much data is needed to validate a short-horizon trading strategy?
honestly, it was just an example. for equities, you might want to remove sector returns/ market returns. etc.
Sep
14
awarded  Teacher
Sep
14
answered How much data is needed to validate a short-horizon trading strategy?
Sep
14
comment Why is C++ still a very popular language in quantitative finance?
Honestly, 100ms is absurd for garbage collection. Something like this is more the relic of poorly profiled code.
Sep
14
answered What is a sound way to project Company X's earnings over the next Y years?