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| bio | website | linkedin.com/in/crntaylor |
|---|---|---|
| location | London, United Kingdom | |
| age | 29 | |
| visits | member for | 2 years |
| seen | 2 days ago | |
| stats | profile views | 23 |
I'm interested in functional programming, type theory and very applied math - including systematic trading, statistics, artificial intelligence and machine learning.
I'm working on an AI Library in Haskell. Feel free to fork.
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Oct 15 |
awarded | Teacher |
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Oct 15 |
answered | Minimum variance hedge with more than one asset |
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Sep 19 |
comment |
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? I feel compelled to point out that plugging your t statistic into the t distribution does not give you the probability that the excess returns were from luck. Instead, it gives you the probability that the fund manager would have earned those returns if he was unskilled (your null hypothesis), and if your distributional assumptions are correct (which they're almost certainly not). |
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Jul 25 |
comment |
Trading a stock (or other asset) based on Bollinger Bands. "There are people who make a killing trading ... bollinger bands, and there are on the other hand 1000s of others who lose money day in day out." -- I feel obliged to point out that if you get thousands of people to trade a strategy, and they all implement it slightly differently, then you expect some of them to make great profits through chance alone. Even if the strategy has negative expectation overall. That doesn't mean that they're great traders or that they are smarter, or put in more work. It means they got lucky. |
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May 25 |
awarded | Supporter |
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May 25 |
awarded | Autobiographer |
