Quantitative Finance
user avatar
user avatar
user avatar
elemolotiv
  • Member for 4 years, 9 months
  • Last seen more than a month ago
Profile Activity
Stats
468
reputation
28k
reached
2
answers
14
questions
Communities
View all
Badges
View all badges
1
gold badge
4
silver badges
19
bronze badges
Top tags
View all tags
2
Score
5
Posts
31
Posts %
2
Score
3
Posts
19
Posts %
2
Score
3
Posts
19
Posts %
1
Score
2
Posts
12
Posts %
0
Score
4
Posts
25
Posts %
0
Score
3
Posts
19
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
19
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
View all network posts
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?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.