Quantitative Finance
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elemolotiv
  • Member for 4 years, 8 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
question
18
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 7, 2019
question
10
Forget Kelly, forget fractional sizing. Where is the general theory?
Jan 9, 2020
question
5
Kelly criterion for normally distributed returns
Jan 4, 2019
question
5
why does Cross Validation *not* solve Backtest overfitting?
Jun 13, 2021
answer
2
Kelly criterion for normally distributed returns
Jan 5, 2019
question
2
Why are some currency pairs more volatile than others?
Jan 20, 2020
question
2
FOREX: why does SPREAD peak at 22:00 gmt
Feb 28, 2018
question
1
What is the Probability Distribution of Max-Drawdown?
Sep 25, 2018
question
1
Do you optimise models on bootstrapped time series?
Jan 17, 2019
question
1
How to create a volatile market, by combining less volatile markets?
Jun 19, 2019
Top network posts
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14
Splitting Time Series Data into Train/Test/Validation Sets
14
Is this causation?
9
Linear Regression: How to favour less "sensitive" parameters?
8
How to estimate $P(x\le0)$ from $n$ samples of $x$?
6
How to decide moving window size for time series prediction?

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