Expectancy = zero. But test it anyway. You will surely learn something. However if your stocks are very volatile and loosely correlated, you...
Well actually there is a fundamental law prohibiting it, which makes that whole "rightist" speech BS. How do you expect 100% of the people to...
What kind of operations? If you can perform it in parallel, the language isn't important. You need to distribute the work on as many machines...
Excellent software. Simple to use, free, open-source, cross-platform, secure and flexible. I've used it for years. Highly recommended. Ninna
What seems like social injustice is actually simply am intrinsic characteristic from the capitalist system. You are certainly aware that wealth...
What's your background? Ninna
Not necessarily. Statistical arbitrage goes beyond data-mining. :) Ninna
Fix or dynamic weights? For fix weights the risk of over-fitting is huge and I wouldn't trade it. For dynamic weights you can test the...
Sure. You consider your pf as a random variable. At the end of every trading period you get a realization. You then analyze the...
Could you please point to some papers that you found interesting? Thanks Ninna
What's the fundamental reason that makes your strategy work? In other words, what market behaviour is your strategy based on? If you can't...
A large part of what they do is exploiting dependencies in portfolios. It hasn't much to do with curve fitting. Ninna
You get what you pay for. For free you don't get much. We use fortinet and we are very happy with their products. However it is far from free....
Excellent post and very true. Howard, ToS probability of touching is good for entertainment. The number doesn't give you accurate PoT. The real...
Job's vision is "my way or the highway". He never allowed his products to inter-connect with the "lesser beings" such as IBM, Microsoft and Google...
He's a business genius, that's for sure. But Apple doesn't need the whole rollercoaster thing. Huge successes that then turn in failures. It...
It would be great news for Apple! Without Jobs Apple might become the huge monster company it should have been. Ninna
Report him to the SEC. Pump and dump is illegal. Ninna
Why would they have anything to say in that deal? It's good news for BP. And bad news for Obama. Ninna
Oh please! You must be kidding. Don't you have anything more biased? Ninna
Separate names with a comma.