This Blog is Systematic: R squared and Sharpe Ratio
Here's some research I did whilst writing my new book (coming next year, and aimed at relatively inexperienced traders). Imagine the scene....| qoppac.blogspot.com
Here's some research I did whilst writing my new book (coming next year, and aimed at relatively inexperienced traders). Imagine the scene....| qoppac.blogspot.com
I know I had said I wouldn't be doing any substantive blog posts because of book writing (which is going well, thanks for asking) but this ...| qoppac.blogspot.com
I did post recently , from which I shall now quote: Two minute to 30 minute horizon: Mean reversion works, and is most effective at the 4-...| qoppac.blogspot.com
Programming note: So, first I should apologise for the LONG.... break between blogposts. This started when I decided not to do my usual an...| qoppac.blogspot.com
