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seen Sep 2 '13 at 17:00

Jan
31
awarded  Yearling
Jan
31
awarded  Yearling
Oct
19
awarded  Revival
Aug
24
comment Alternate money management strategies to Kelly?
A brief description of this strategy would be helpful...
Aug
21
awarded  Commentator
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)
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?
Aug
17
answered How to generate synthetic FX data for backtesting?
Aug
9
awarded  Necromancer
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.
Jul
5
answered How to represent constraints for optimization problems in a data model?
Jul
5
awarded  Fanatic
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.
Jun
20
accepted Alternate money management strategies to Kelly?
Jun
18
asked Alternate money management strategies to Kelly?
Jun
12
answered When should we use SWIFT versus FIX?
Jun
12
answered Parameters for pricing option on EDF
May
18
awarded  Organizer
May
18
revised Looking for a recommendation for a real life volatily trading book.
Corrected spelling in title and added volatility tag
May
18
suggested suggested edit on Looking for a recommendation for a real life volatily trading book.