Milktrader

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bio	website	milktrader.net
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visits	member for	2 years, 3 months
	seen	Apr 8 at 17:12
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6 Questions

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13	Correlation between prices or returns?
7	How does return-based analysis calculate expected return of a trading system?
7	Does the gamma function have any application in quantitative finance?
6	What is the denominator in calculating daily range as a percentage?
6	What programming language is best suited for implementing DeMark?

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313 Reputation

+10	Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
+5	Correlation between prices or returns?
+5	What programming language is best suited for implementing DeMark?
+5	What is the denominator in calculating daily range as a percentage?

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3 Answers

votes activity newest

5	Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
2	How does return-based analysis calculate expected return of a trading system?
1	How to hedge against lack of volatility

10 Tags

5 r	0 correlation
5 returns	0 models
2 analysis × 2	0 auto-correlation
2 expected-return × 2	0 best-practices
1 volatility	0 programming

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