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Freewind

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 7 years, 7 months
  • 53 profile views
  • Last seen Aug 1 '17 at 10:57

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Top posts (8) All Questions Answers | Votes Newest

22 How to interpret the eigenmatrix from a Johansen cointegration test? Oct 2 '11
8 Should cointegration be tested using close or adjusted close prices? Oct 24 '11
8 How to normalize different instruments by volatility? Aug 8 '12
7 The difference between Close price and Settelment Price for future contracts Nov 2 '11
5 What is the correct procedure to choose the lag when preforming Johansen cointegration test? Jan 22 '12
5 How to normalize Futures data(different leverage) for cointegration test? Oct 27 '11
5 Calculating the right portfolio(position size for each leg) in a Long/Short Strategy Oct 20 '12
1 How to find coefficient that will minimize the distance between few times series Jul 16 '17

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