LOL, maybe he's thinking about the Camarilla equation .
When is the next installment of the series? Did anyone see last night show? Honestly, it was too simplistic.
What are you basing this on? TA or fundamental analysis?
Jets -3, straight up, + 3.5 You heard it here first. :)
Fair enough. Yes, Cointegration measure long term stabiilty but you forgetting that you can measure the speed of mean reversion! Which is...
:) I didnt notice how long my respond was. Here's a Cliffnote. 1. Pairs Trading is different from statistical arbitrage. Would you...
What is the justification for this venting/venom? Your Comment: "You keep mentioning that you ran a desk arb as if it means something. I...
Yeah... definitely Note that the Title of the trend is " These Guys are good" Yet.... Subsequent commnet: "Has anyone used this service?...
The difficulty of math level depends on education and experience. If you have a PHD or even a Master, clearly the mathematics is rather simple....
Kinda tough to explain statistical arbitrage .... the math is somewhat rigorous. The "stats arb" that traders used on this forum is not...
Statistical arbitrage is very, very quantitative ... we're talking about cointegration, integrated I(2) into I(0), nonlinear combination, ARIMA,...
Steady income with occasional large drawdown ... not really daytrading IMO.
Caution! Caution! I just look up the book that your method is based on it. The Compleat Book is written by.......
28 divided by 5 * 252 = 2.22% That's minuscule
I have to agree wtih ElectricSavant on this one... If he's really here to help traders, a better description of his methodology should be in...
Read Jay's Shitty book and you get the answer.
I would like to add to the above remarks. Most hedge fund opening position are usually quantitatively based. Thus look carefully at the fund.
Believe it or not: there's a simple answer to your question, Use T-test for proportion.
You mean NOPaid Intern :D
Discounting. Clearly the author doesnt really grasp market dynamics. For example, for the last couple of weeks during the midst of earnings...
Separate names with a comma.