globalarbtrader replied to the thread Are cryptocurrencies SERIOUSLY undervalued? ENTER ALL CRYPTO MARKETS.
"Are cryptocurrencies SERIOUSLY undervalued?" NO GAT
Dec 13, 2019 at 8:15 AM"Are cryptocurrencies SERIOUSLY undervalued?" NO GAT
Dec 13, 2019 at 8:15 AMCoding. And you can't be a 'data scientist' (whatever the hell that is) without being able to do a reasonable standard of coding anyway....
Dec 13, 2019 at 1:36 AMBasically mean reversion, initially on individual futures and then at some point on spreads / flys. Holding period will be a few days....
Dec 12, 2019 at 5:22 AMI'd originally planned to use the same methodology, but now I want to implement an intraday system. Will also give more accurate...
Dec 12, 2019 at 4:21 AMI love that blog, have probably read every post on it at least twice. GAT
Dec 12, 2019 at 3:54 AMYes exactly that. At the same time checking for spikes, gaps, bad data etc which I didn't do religously enough first time round....
Dec 12, 2019 at 3:53 AMHi all. Here's a quick update. Still losing money although the flow seems to have stemmed somewhat. Current drawdown is 12%, bringing...
Dec 11, 2019 at 8:15 AMHigher information ratio in theory means there are excess returns even after accounting for market covariance. It's surprising because...
Dec 11, 2019 at 8:01 AMIf his linkedin profile is correct he has some decent experience. However he spent ~12 years in investment banking, 3 years as a VP,...
Dec 10, 2019 at 4:22 AMHeiken Ashi is okay, but I prefer to use Tawagoto torihiki shisutemu. This uses a special kind of candle that is guaranteed to work,...
Dec 9, 2019 at 3:34 AM