network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 9 months |
| seen | Apr 21 at 5:08 | |
| stats | profile views | 25 |
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Dec 1 |
comment |
Absolute Dollar Form Of Kelly Criterion Cheers! That book looks like it's worth a read. |
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Nov 23 |
comment |
Absolute Dollar Form Of Kelly Criterion That formula seems to be a specific case for binary outcomes, quote: "For simple bets with two outcomes, one involving losing the entire amount bet, and the other involving winning the bet amount multiplied by the pay-off odds". I was more specifically wondering if there was an absolute dollar form in the continuous case. |
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Nov 22 |
asked | Absolute Dollar Form Of Kelly Criterion |
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Nov 22 |
comment |
Performance Stats of Pairs Trades I think so, I'd managed to roughly convince myself of the same, but it's good to see I'm thinking along the correct lines. |
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Nov 22 |
awarded | Student |
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Nov 22 |
asked | Performance Stats of Pairs Trades |
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Aug 9 |
answered | How far back is normal to backtest an ATS ? |
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Jun 8 |
answered | Is it already possible to do automated trading from your room? |
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May 3 |
comment |
Utility to download historical Implied Volatility data from Interactive Brokers? A Spanish newspaper? |
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Apr 24 |
awarded | Teacher |
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Apr 23 |
awarded | Editor |
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Apr 23 |
revised |
Is F# used in trading systems? fixed grammar |
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Apr 23 |
comment |
Is F# used in trading systems? Yeah, that did occur to me as well, but I'm not really enough of a expert in functional languages to make a judgement. I know one of the other reasons they went to F# was so they could use the VS tool-chain (debugger etc). |
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Apr 23 |
answered | Is F# used in trading systems? |
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Apr 21 |
answered | How can I go about applying machine learning algorithms to stock markets? |
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Apr 13 |
comment |
Looking for a recommendation for a real life volatily trading book. I concur. Both Sinclair books are very good. |
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Apr 12 |
comment |
Choosing the time-frame to test for cointegration My answer isn't as flippant as you seem to think, I suggest reading this ljmu.ac.uk/Images_Everyone/Jozef_1st(1).pdf. There is no magic formula to choose a time-frame, you just need to test & experiment, which is what I was really suggesting. |
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Apr 11 |
comment |
Choosing the time-frame to test for cointegration I'd use the most profitable time-frame. |
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Apr 11 |
answered | Tests that any system must pass to be taken seriously |
