366 reputation
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location Mumbai, India
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visits member for 3 years, 5 months
seen Oct 5 '13 at 8:26

Dec
15
comment 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.
May
26
comment Mean Reversion Time Frame
Hey, Thanks for your reply, do you have an example of this process in excel file.