Quantitative Finance
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Vladimir Belik
  • Member for 2 years, 1 month
  • Last seen this week
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36
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3
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21
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21
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All Questions Answers
Score Newest
question
3
How can momentum trading strategies work if returns are not serially correlated?
Sep 12, 2021
question
2
Why are my Neural Network predictions “correct”, but offset from true value? Not using any past lagged values
Jun 30, 2020
question
1
What is the proper capital split/allocation between the long and short in a pairs trade?
Mar 25
question
1
What would be the problem with this pairs trading allocation scheme?
Mar 26
question
1
Why is my mean-reversion half-life completely wrong?
Mar 28
question
1
Pairs Trading - isn't any spread stationary if your rolling lin-reg window is small enough?
Mar 11
question
1
Lopez de Prado's Triple Barrier Method - do you reset the barriers on every timestep, or only when you reach a hi/lo/no barrier hit?
Jul 19
answer
0
Consistent offset/lag in time-series prediction using Neural Network (all code provided)
Aug 24, 2020
question
0
Pairs trading using dynamic hedge ratio - how to tell if stationarity of spread is due to genuine cointegration or shifting of hedge ratio?
Mar 13
question
0
Why do I need fancy methods to calculate half-life of mean reversion?
Mar 29
Top network posts
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6
How can I gather data from past cases in the US? Is it possible?
5
Why is GARCH offering no predictive value?
5
Why are only neural networks (and not SVMs, for example) used for reinforcement learning?
5
Why is exploitation necessary during training?

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