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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | 11 hours ago | |
| stats | profile views | 141 |
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May 26 |
revised |
Mean Reversion Time Frame deleted 1 characters in body |
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May 26 |
comment |
Mean Reversion Time Frame @Abhay, I updated my answer to illustrate an example. Also, I'm sorry, but I don't use Excel for these types of calculations. You might consider R. |
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May 26 |
revised |
Mean Reversion Time Frame added 1257 characters in body |
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May 26 |
answered | Mean Reversion Time Frame |
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May 24 |
answered | Tradable Volatility |
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May 24 |
comment |
If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size? The Kelly Criterion is for a two outcome bet (not a continuous distribution of possible outcomes). At even money (50%/50%) and 1-to-1 odds, the amount to bet is 0% of your stash. At 1-to-1 odds and probabilities of 60%win/40%lose, the bet is 20% of your stash. At 1-to-1 odds and 80%win/20%lose, the bet is 60% of your stash. And at 1-to-1 odds and 100%win/0%lose, the bet is 100% of your stash. |
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May 24 |
awarded | Fanatic |
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May 20 |
revised |
Reliable Economic Data on China added 607 characters in body |
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May 20 |
answered | Reliable Economic Data on China |
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May 19 |
answered | How are cryptography and speech recognition technology applied to forecasting financial markets? |
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May 19 |
comment |
How are dual class shares different from non dual class shares from a market makers' perspective? @knorv: I added my response as an edit above. |
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May 19 |
revised |
How are dual class shares different from non dual class shares from a market makers' perspective? added 1139 characters in body |
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May 18 |
answered | How are dual class shares different from non dual class shares from a market makers' perspective? |
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May 18 |
answered | Why is volatility mean-reverting? |
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May 10 |
revised |
Minimizing Correlation added 246 characters in body |
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May 10 |
revised |
Minimizing Correlation added 412 characters in body |
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May 9 |
revised |
Minimizing Correlation added 127 characters in body |
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May 9 |
answered | Minimizing Correlation |
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May 4 |
comment |
how does rise of china interest rate affect the inflation ? Here's a current link that might help explain the situation better. bankcreditanalyst.com/public/story.asp?pre=PRE-20110503.GIF |
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Apr 25 |
revised |
How are correlation and cointegration related? edited body |
