| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 7 months |
| seen | Mar 11 at 14:47 | |
| stats | profile views | 52 |
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Mar 11 |
answered | Volatility pumping in practice |
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Feb 7 |
asked | What continous adjustment methods are firms using for futures backtesting? |
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Feb 1 |
answered | How to design a custom equity backtester? |
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Jan 25 |
asked | Are Papers and Funds reporting Monthly drawdowns using daily granularity? |
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Dec 28 |
answered | How to see if a set of asset returns corresponds to a known correlation matrix? |
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Dec 16 |
answered | Probability of trade's exit orders being triggered in random-walk market |
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Nov 29 |
answered | Bootstrapping first, then data mine? |
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Nov 16 |
answered | Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky |
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Oct 22 |
answered | Can the Hurst exponent be greater than one? |
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Oct 8 |
answered | Detrending price data for analysis of signal returns |
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Oct 4 |
answered | Generating Return Streams for stress testing |