network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 4 months |
| seen | 12 hours ago | |
| stats | profile views | 6 |
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12h |
revised |
Quality of GAINDATA timestamps added 17 characters in body |
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12h |
comment |
Quality of GAINDATA timestamps @chrisaycock I see you edited out my question about why a downgrade. I am still confused why this is happening. I would appreciate it if you could throw a little light on that for me. Then I can frame the question in a better way for you. |
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1d |
awarded | Editor |
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1d |
revised |
Quality of GAINDATA timestamps added 107 characters in body |
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2d |
asked | Quality of GAINDATA timestamps |
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Apr 29 |
asked | How to use PCA for trading |
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Apr 26 |
comment |
How replicate data using PCA @SRKX - Yes that's exactly where I am trying to go. I have added a comment on that question - as I do not understand your final suggestion. |
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Apr 26 |
comment |
How to make the final Interpretation of PCA? @SRKX "In terms of factor analysis, you could sum the absolute value for each row of U; the vector with the highest score would be a good candidate I think." Candidate to do what? How would you use it to reach a trading decision? |
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Apr 26 |
comment |
How replicate data using PCA @SRKK I understand it is possible to apply the eigenvectors to the original data (not sure of exactly how) and generate a new timeseries that looks very much like unleaded BUT is based on just a subset of the principa components. |
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Apr 25 |
asked | How replicate data using PCA |
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Apr 25 |
awarded | Scholar |
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Apr 25 |
accepted | Comparison of Brownian Motion Expected Drawdown and simulated results |
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Jan 15 |
comment |
Comparison of Brownian Motion Expected Drawdown and simulated results Thanks you - that is interesting. BUT what I meant by simulate is creating (random generated) an accumulated revenue stream with mean x and std y. Then measure largest drawdown, and repeat several times. Would that number be close to what be generated by maxdd? |
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Jan 15 |
awarded | Student |
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Jan 15 |
asked | Comparison of Brownian Motion Expected Drawdown and simulated results |
