meta user
network profile
| bio | website | milktrader.net |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Apr 8 at 17:12 | |
| stats | profile views | 45 |
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Apr 12 |
revised |
How does return-based analysis calculate expected return of a trading system? hopefully remedy confusion |
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Apr 12 |
comment |
How to design a custom equity backtester? have you decided what programming language you want to use? |
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Apr 12 |
comment |
How does return-based analysis calculate expected return of a trading system? @RockScience I added an edit to the question to clarify that our example system generates signals daily. |
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Apr 12 |
revised |
How does return-based analysis calculate expected return of a trading system? explain return frequency |
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Apr 12 |
comment |
How does return-based analysis calculate expected return of a trading system? @fRed does viewing the exact same system over the same time frame as daily returns (and increasing your observations 100 fold) address those data mining worries (which I share)? |
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Apr 12 |
revised |
How does return-based analysis calculate expected return of a trading system? correction on math |
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Apr 11 |
asked | How does return-based analysis calculate expected return of a trading system? |
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Mar 13 |
comment |
Does the gamma function have any application in quantitative finance? Your second equation looks like the beta function, which now opens up some more things to ponder. |
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Mar 13 |
comment |
Does the gamma function have any application in quantitative finance? Appreciate the link. Thank you. |
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Mar 13 |
comment |
Does the gamma function have any application in quantitative finance? Thanks for the response. I thought it may come up in calculating half-life of a mean reverting spread, but couldn't find it there. |
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Mar 13 |
accepted | Does the gamma function have any application in quantitative finance? |
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Mar 12 |
asked | Does the gamma function have any application in quantitative finance? |
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Feb 14 |
awarded | Scholar |
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Feb 14 |
awarded | Supporter |
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Feb 14 |
comment |
Correlation between prices or returns? This blog post explains it well, and extra bonus points for using R. Thanks. |
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Feb 14 |
accepted | Correlation between prices or returns? |
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Feb 14 |
awarded | Announcer |
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Feb 14 |
comment |
Correlation between prices or returns? This answer makes intuitive sense based on the premise that R1 has an inordinate influence. |
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Feb 14 |
revised |
Correlation between prices or returns? provided reference for code |
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Feb 14 |
awarded | Editor |
