bone replied to the thread SpreadProfessor "Light" Package.
You can (and should) model spread differentials - that's the good news. But spread construction is really important - and modeling...
Feb 22, 2019 at 12:45 PMYou can (and should) model spread differentials - that's the good news. But spread construction is really important - and modeling...
Feb 22, 2019 at 12:45 PMYes, you can (and should) model spread differentials - that's the good news. But spread construction is really important - and modeling...
Feb 22, 2019 at 12:38 PMI'm going to take a pass regarding publicly posting a comment on back-testing. I've found it to be a misunderstood and frequently...
Feb 21, 2019 at 2:31 PMI would dare opine that the majority of working age adults would envy such a career...
Feb 18, 2019 at 11:22 AMI wanted to speak to the idea of mean reversion. There's a very common tendency for some traders to fade everything. A wild strain of...
Feb 18, 2019 at 11:07 AM