network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 2 months |
| seen | Jun 22 '12 at 18:17 | |
| stats | profile views | 15 |
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Jun 22 |
comment |
Can end-to-day trading be profitable? If not, why? Im saying without a serious edge. I personally trade algorithmically with holding times in the minutes and without an edge I would be losing money as assuming equal win to loss threshold. Secondly it is the ratio of profit threshold to transaction cost, the higher this ratio this less accurate you can be. |
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Jun 22 |
revised |
Can end-to-day trading be profitable? If not, why? added 286 characters in body |
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Jun 22 |
comment |
Can end-to-day trading be profitable? If not, why? By solving the general horizon problem, with the relationship of cost to threshold explained, it should make the answer to the problem very clear.I will edit my post to clarify. |
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Jun 21 |
revised |
Can end-to-day trading be profitable? If not, why? added 732 characters in body |
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Jun 21 |
answered | Can end-to-day trading be profitable? If not, why? |
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Jun 21 |
awarded | Editor |
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Jun 21 |
revised |
Bootstrapping spot rates from treasury yield curve added 62 characters in body |
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Jun 21 |
answered | Bootstrapping spot rates from treasury yield curve |
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Mar 11 |
awarded | Analytical |
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Mar 11 |
answered | age-sensitive correlation measurements in finances |
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Mar 11 |
awarded | Supporter |
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Mar 10 |
comment |
portfolio diversification tester Yes, 1. Calculate the correlation matrix with the current positions. 2. Calculate the weights of each pair. 3. Calculate the WAC. 4. Recalculate Correlation matrix with new position 5. Recalculate weight pairs with new position 6. Calculate WAC' if WAC'>WAC reject. You can use an optimizer to find out what quantity if any will decrease the WAC, however if you wanted to simply avoid correlations whether +ve or negative, you would just take the absolute value of the correlations. |
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Mar 9 |
comment |
How to use volatility to assess the accuracy of a stock market model? The op wants to compare his model to that of the real world, so the test of the synthetic numbers would be how often are they within some tolerance level of the "real numbers", so creating channels with BB's can at least give him a metric to see how close he is to the number. |
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Mar 9 |
comment |
portfolio diversification tester Sorry, I should have made it more clear, the forumala is the sum across all pairs, on the matrix in that site, that has all the pairs so to do a simple example with ADC and ACPW, it would be (0.26)*(size(ADC)+size(ACPW))/size(portfolio), then you would repeat this for every pair and taking the sum to get the WAC |
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Mar 9 |
answered | What are some of the major quantitative approaches to tactical asset allocation? |
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Mar 8 |
answered | How to use volatility to assess the accuracy of a stock market model? |
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Mar 8 |
awarded | Teacher |
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Mar 8 |
answered | portfolio diversification tester |
