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visits member for 1 year, 7 months
seen May 13 at 21:50

Feb
12
comment Stock Price Question
@RndmSymbl Could you show me the worked out numbers step by step pls.
Feb
11
comment Stock Price Question
@LouisMarascio Feels like it! But no it is not.
Nov
28
comment Do you have historical tick data you want to donate?
@JonathanEvans I would be interested in those Python scripts please. Perhaps we could "chat" about it.
May
20
comment Quality of GAINDATA timestamps
My issue is more whether I can compare tick from different sources. If Index A comes in at 12:00:01.001 and Forex B comes in at 12:00:01.001 - did they in reality arrive at the same moment? Tom - are you willing to share what you other source of data is?
May
20
comment Quality of GAINDATA timestamps
How can I improve my question - if I am not told the reason for a downvote? I am trying to learn.
May
19
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.
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.
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?
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.
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?