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visits member for 2 years, 11 months
seen Nov 20 at 13:36

Jun
15
revised Position management in presence of continuous forecast
Added some extra strategy information based on QuantGuy comment
Jun
15
revised Position management in presence of continuous forecast
Fixed order entry second values for 1 minute forecast window
Jun
15
revised Position management in presence of continuous forecast
Minor syntax editing
Jan
3
revised How to improve the consistency of explained variance statistics in a linear equity model?
Rephrased question. Removed references to beta neutralization.
Dec
31
revised How to improve the consistency of explained variance statistics in a linear equity model?
edited body
Dec
19
revised Time series price prediction and linear regression: using high/low rather than last quotes price
Question about High/Low price only
Dec
19
revised Time series price prediction and linear regression: using high/low rather than last quotes price
Split original question in several part. Part I here.
Dec
18
revised Time series price prediction and linear regression: using high/low rather than last quotes price
added 443 characters in body