meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 4 months |
| seen | Mar 9 at 17:17 | |
| stats | profile views | 90 |
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Jan 31 |
awarded | Yearling |
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Jan 31 |
awarded | Yearling |
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Oct 19 |
awarded | Revival |
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Aug 24 |
comment |
Alternate money management strategies to Kelly? A brief description of this strategy would be helpful... |
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Aug 21 |
awarded | Commentator |
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Aug 21 |
comment |
How to generate synthetic FX data for backtesting? Indeed, but then you get into the realm of just making up data. How do you know that your scenario is possible? You can certainly invent a scenario, but it's going to miss "realistic" nuance and you don't really know where it lies in the true probability distribution, other than being pretty far down one tail (if nothing similar has happened before in historical data) |
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Aug 17 |
comment |
How to generate synthetic FX data for backtesting? If you can't find any examples, then how do you know your trend is a realistic scenario? |
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Aug 17 |
answered | How to generate synthetic FX data for backtesting? |
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Aug 9 |
awarded | Necromancer |
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Jul 7 |
comment |
How to represent constraints for optimization problems in a data model? Understand. Still, a model like you proposed in the OP needs to be interpreted when it comes out of the DB so you do have to account for the logic representation. |
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Jul 5 |
answered | How to represent constraints for optimization problems in a data model? |
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Jul 5 |
awarded | Fanatic |
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Jun 30 |
comment |
Optimality of Kelly criterion in non-normal environment Is this a fact? Since it's not so well known, is there a paper you can reference, or is this from personal observation? I don't mean to be cynical, I'm genuinely curious... of course any proof that this a "fact" seems likely also to carry the explanation you're looking for, so perhaps that is the question. |
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Jun 20 |
accepted | Alternate money management strategies to Kelly? |
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Jun 18 |
asked | Alternate money management strategies to Kelly? |
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Jun 12 |
answered | When should we use SWIFT versus FIX? |
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Jun 12 |
answered | Parameters for pricing option on EDF |
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May 18 |
awarded | Organizer |
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May 18 |
revised |
Looking for a recommendation for a real life volatily trading book. Corrected spelling in title and added volatility tag |
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May 18 |
suggested | suggested edit on Looking for a recommendation for a real life volatily trading book. |
