meta user
network profile
| bio | website | |
|---|---|---|
| location | United States | |
| age | ||
| visits | member for | 1 year, 6 months |
| seen | yesterday | |
| stats | profile views | 56 |
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Jan 4 |
asked | How to account for jumps in intraday data when calculating beta? |
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Dec 11 |
comment |
Can momentum strategies be quantitative in nature? Yes you can say that. So I guess my question is, why are momentum strategies technical rule-based instead of model-based ? |
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Dec 10 |
asked | Can momentum strategies be quantitative in nature? |
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Dec 4 |
comment |
How to properly evaluate backtest returns? This is what I mean...I tend to look at a strategy as a collection of trades with particular entry and exit points. If using multiple entry & exit points are used for each signal (adding positions or taking off positions for each signal) its is much easier to calculate returns per trade if looking at a dollar amount that was invested due to each signal. |
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Dec 4 |
asked | How to properly evaluate backtest returns? |
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Nov 24 |
revised |
How to vet an intraday strategy deleted 3 characters in body |
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Nov 24 |
awarded | Editor |
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Nov 24 |
comment |
What is a good broker for HFT? How did you determine that you were losing money due to latency ? Do you calculate the slippage ? |
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Nov 23 |
revised |
How to vet an intraday strategy added 286 characters in body |
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Nov 23 |
comment |
How to vet an intraday strategy This strategy is based on US equities and yes I am using a combination of midprice and previously traded price. Question is quite simple I think, how do you guys evaluate intraday strategies ? How big of a factor is slippage intraday ( on a 10 minute scales lets say). ? |
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Nov 23 |
awarded | Student |
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Nov 23 |
revised |
How to vet an intraday strategy edited tags |
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Nov 23 |
asked | How to vet an intraday strategy |
