feature1 x feature2 is equal to the target so that is why r^2 is practically 1. I put feature 1 in there as a shrinkage factor ie if our forecast...
Hello all, Im looking for some help in forecasting. I've created a dataset that is a snapshot of historical data over the past 9 years. I will be...
Do you recall if the orders were placed during wide spreads or if the market would briefly trade down to your price on a tight market?
Did you any in house code or execution software outside of your broker when executing orders? If yes, could you elaborate.
Thanks for explaining that kevin. If I am using a second tier broker like questrade for example, will they have a different routing system than...
The ibkr software not showing any volume even on individual legs. I cant get the volume on the screen for some reason. I woud think if they were...
Hello all, This has happened quite a lot and i am trying to understand it a bit better. Here is an example: When i plot the traded prices using...
I havent spent enough time on this to give you a good answer. But GARCH models incorporate characteristics of volatility (mean reversion,...
Kev, i forgot to thank you for this. It was what i needed and very useful.
Whats your pnl? If you are making under 500k/yr you can structure a corporation and pay small business tax in canada which is not so bad. 12%...
Kev, i got to work with @sle on this problem and I wanted to post a real world example because the output im getting is iffy in a real world...
I love coming back to this statement. Just to enjoy how it is written.
Risk
Hey, im moving to Barcelona for a bit. Anyone is the Catalan region and want to meetup for some wine/tapas and talk shop?
Hello all, I am starting this thread to try and figure out what I am missing on this AMC/APE conversion next week. If anyone has ideas on why...
Haha. Putting the “e” in sine() says it all ;) Enjoy your evening Kevin and I’ll chat to you tomorrow
I am now getting your original answer of .234 for Side C. However when I use the formula you mentioned above I am getting .62. [ATTACH] angleA =...
Kevin, if it is not a right angle triangle, dont we need 3 pieces of info? I understand that we have Side A (.3) and angle C (acos(.8)) but wont...
As always kevin, thank you. Although, why is it that KO vol is lower than PEP (.23)? Why could it not be 7 vols above -> .37? Im actually using...
Yes the 9% is the ivol of the ratio. Do you happen to know the answer to the original question - given the data provided could you price fair for...
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