|visits||member for||3 years, 4 months|
|seen||Oct 5 '13 at 8:26|
Kalman Filter Equity Example
Thanks for your suggestion it seems like the link mentioned here is for microstructure-tutorial and not for kalman filter. Can you please share link for Kalman Filter.
Mean Reversion Time Frame
Hey, Thanks for your reply, do you have an example of this process in excel file.