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pat

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visits member for 7 months
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321 reputation
 bio website visits member for 7 months
5 badges
 location seen Mar 11 at 14:47
summary answers questions tags badges favorites bounties reputation activity

9 Answers

newest activity votes
1
Volatility pumping in practice
1
How to design a custom equity backtester?
0
How to see if a set of asset returns corresponds to a known correlation matrix?
2
Probability of trade's exit orders being triggered in random-walk market
2
Bootstrapping first, then data mine?
5
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky
3
Can the Hurst exponent be greater than one?
2
Detrending price data for analysis of signal returns
1
Generating Return Streams for stress testing
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