meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Apr 20 at 12:14 | |
| stats | profile views | 94 |
|
Sep 22 |
answered | What position-sizing methods are used in futures trading? |
|
Sep 18 |
comment |
DSP: stationary non-periodic signal: what's the best causal technique? @Bootvis Code for the JMA is available here link |
|
Sep 15 |
comment |
What should be considered when selecting a windowing function when smoothing a time series? This post has been answered at dsp.SE [here][1]. [1]: dsp.stackexchange.com/questions/208/… |
|
Sep 12 |
comment |
What should be considered when selecting a windowing function when smoothing a time series? @sheegaon - thanks for the heads up about dsp.SE. I have now posted this question there too. |
|
Sep 11 |
awarded | Nice Question |
|
Aug 16 |
comment |
How to generate synthetic FX data for backtesting? I agree that there are some limitations and I have posted my adapted version here |
|
Aug 15 |
answered | How to generate synthetic FX data for backtesting? |
|
Jul 27 |
answered | Use Trades as Input for PerformanceAnalytics |
|
Jul 23 |
answered | What are the advantages of switching platforms/languages between strategy development and implementation? |
|
Jul 20 |
comment |
Free paper trading site with an API I've only used manual entry on their API for paper trading. |
|
Jul 19 |
answered | Free paper trading site with an API |
|
Jun 18 |
awarded | Editor |
|
Jun 18 |
revised |
Alternate money management strategies to Kelly? Added more information |
|
Jun 18 |
answered | Alternate money management strategies to Kelly? |
|
Jun 9 |
answered | How do I estimate the joint probability of stock B moving, if stock A moves? |
|
May 24 |
answered | If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size? |
|
Apr 13 |
comment |
How does return-based analysis calculate expected return of a trading system? @RockScience. The tests are a Monte Carlo permutation test and a bootstrap test on detrended returns. |
|
Apr 12 |
comment |
How does return-based analysis calculate expected return of a trading system? With regard to concerns over data mining, it would be trivially simple to apply the tests outlined in Aronson's book, "Evidence Based Technical Analysis," to the above posited system to determine the extent to which data mining bias has an influence on the system's returns. |
|
Apr 8 |
answered | Any known bugs with Yahoo Finance adjusted close data ? |
|
Apr 3 |
comment |
Trading C++ Libraries The OP wanted "some of the functions that would be used in developing a trading strategy." Although I cannot quote any evidence in support, I am pretty sure that the tools of technical analysis are/can be used in developing such strategies. As to whether TAlib is written in C or C++, well I stand corrected. |
