I'm pretty sure this isn't true. It's just that stats arbs are more fun to talk about.
Philosophically, I see TA as quant without the rigor of analysis (this is obviously my personal bias showing). Practically, I've never seen any...
Hum... as someone who's also in the general proximity of 'there' (maybe the other side of the street), banks have only a few TA guys and lots of...
It appears that martingoul wasn't crazy - see your own quote below. But rereading the context I suppose you meant to say Iceland here instead of...
Please don't get involved in this thread. For such a [ET] contentious topic, this thread is fairly civilized and on point.
You could do exactly that. Run your system with random entry rules instead of whatever rules you got. Run that system a few thousand times...
It's not even the calculations themselves that are annoying - GIPS compliance is not necessarily too chatty about that - but the disclosure rules...
I think plenty of people got rich by (while) doing #2, #3 (if you replace credit card with credit) and #6 (sales is important in business, you...
First, see my reply to the other fella - I know quite a bit of being GIPS compliant. Second, I think this is all kind of funny because I...
Oh okay. Good to know - in institutional FI/Equity space, GIPS compliance is a pretty big deal since investors are less sophisticated than you...
The performances you show are not GIPS compliant? Not sure who your investors are, but most institutional ones do want to see that; (this is...
Oh come on dude, you are the guy who asked such a simple beginner's question as "the US debt rating is no longer risk free as defined in the...
For absolute return funds, it's often set as 0. (to be pedantic, there is a formal definition of Sharpe; but it's in the context of CAPM,...
From the rules page: "there is a prize participation fee of $10." .... I see... this is nice way of making some money off of the "I just...
Why do you care. It's FDIC insured.
Incorrect. In practice, the 'risk free' rate is relative to the investor.
Wait... this sentence doesn't make any sense. (1) why would a basket of something in high acceptance solve the problem of a fixed quantity? If...
Why would any one do this? Any reasonably decent trader is probably not enticed to do this for a few grand (except maybe for charity)? And...
Huh? I'm not really sure I understand what you are saying (or you not understand what I'm saying.) My point was that all the rhetoric about the...
You see the irony here, right? Nothing is coercion is you just cooperate. There is no rape if you just cooperate. There is no murder if you just...
Separate names with a comma.