Quantitative Finance
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elemolotiv
  • Member for 6 years
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15
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Top posts
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All Questions Answers
Score Newest
question
21
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
why does Cross Validation *not* solve Backtest overfitting?
Jun 13, 2021
question
5
Kelly criterion for normally distributed returns
Jan 4, 2019
question
4
If returns are correlated, are Sharpe ratios correlated?
Jan 28
question
3
FOREX: why does SPREAD peak at 22:00 gmt
Feb 28, 2018
question
2
Why are some currency pairs more volatile than others?
Jan 20, 2020
answer
2
Kelly criterion for normally distributed returns
Jan 5, 2019
answer
1
Optimization of Take-Profit and Stop-Loss
May 23, 2020
question
1
Difference between Money management / Asset allocation / Portfolio optimisation
Jun 19, 2020
Top network posts
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16
Splitting Time Series Data into Train/Test/Validation Sets
15
Is this causation?
10
Linear Regression: How to favour less "sensitive" parameters?
8
How to decide moving window size for time series prediction?
8
How to estimate $P(x\le0)$ from $n$ samples of $x$?

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