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Quantitative Finance
Vladimir Belik's user avatar
Vladimir Belik's user avatar
Vladimir Belik's user avatar
Vladimir Belik
  • Member for 4 years, 2 months
  • Last seen more than a week ago
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Top posts
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question
4
How can momentum trading strategies work if returns are not serially correlated?
Sep 12, 2021
question
3
Why do I need fancy methods to calculate half-life of mean reversion?
Mar 29, 2022
question
2
Why is my mean-reversion half-life completely wrong?
Mar 28, 2022
question
2
Why are my Neural Network predictions “correct”, but offset from true value? Not using any past lagged values
Jun 30, 2020
question
2
Pairs Trading - isn't any spread stationary if your rolling lin-reg window is small enough?
Mar 11, 2022
question
1
What is the proper capital split/allocation between the long and short in a pairs trade?
Mar 25, 2022
question
1
What would be the problem with this pairs trading allocation scheme?
Mar 26, 2022
answer
1
Consistent offset/lag in time-series prediction using Neural Network (all code provided)
Aug 24, 2020
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, 2022
question
0
Kelly Criterion - if I bet 20% of my bankroll, outcome is undecided and I need to make another 10% bet - is 2nd bet 10% of total or of remaining 80%?
Feb 22, 2023
Top network posts
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16
For neural networks, is mini-batching done purely because of memory constraints?
7
Stable Baselines3 PPO() - how to change clip_range parameter during training?
6
How can I gather data from past cases in the US? Is it possible?
6
Why is GARCH offering no predictive value?
5
Why custom evaluation/scoring metric is causing overfitting in (cross) validation?