@ph1l at al, there are many GBM articles and code on the net, but I need the opinion of experts with hands-on-experience about the quality of the...
This looks very much professional. I'll study & test it. Thank you very much. Hmm. I just quickly skimmed over the code, but I'm not sure whether...
@Sergio123, it's about GBM itself. The versions I so far tested are all buggy. It much looks like that the well known GBM algorithm(s) in use are...
Elaborate & explain please. BS, I've always been right! Just show me where I was supposedly wrong.
I know jump diffusion, but it's not the cause/reason here. JD not needed here. Can you give me links to non-classic GBM models? Do you mean...
This stupid software reformats the source code in code block.... :mad: Need to post original source file, but then this stupis software does not...
Here's the said algorithm from the initial posting as a basis for analysis & discussion. It can be compiled with any C++11 or newer compiler: /*...
You asked the right question! :) I came from a different angle to the conclusion that the GBM algorithm must be wrong. Or the GBM...
@ph1l, thanks, but this does not look to be a GBM algorithm. It uses some "wild" constants w/o any logical explanations. I need to generate...
I'm in need of a well tested code snippet (C/C++ or similar language) for generating stock prices for simulations (Monte Carlo etc). Although I...
See also: https://telescoper.blog/2023/07/25/the-first-room-temperature-superconductor/
This could also help get rid of verntilator fans for cooling in computers, as I hate everything mechanical and analog in computing, especially...
EU is obsolete, EU is dying, forget these idis... :-)
Where? In any forum whereever it fits? That's IMO a very suboptimal solution. An own board/forum would be better. It's also about making ET...
This can bring ET many new users from academia: students etc. from universities, business schools etc...
Please open a new board/forum for researchers/scientists/mathematicians/quants etc, maybe named "Research in Finance" or "FinTech Research" or...
BS
Forget it! You unfortunately don't listen. Is IWM HiIV? Nope! [ATTACH]
All you need are trades with these characteristics: 1) pWin >= 0.5 (the more the better; of course this can theoretically go up to 1.0) 2) reward...
I think @wxytrader is someone who thinks he has found a good method, hides it, but wants to know whether anybody else comes close to it, by...
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