I am very aware that price distributions aren't log normal. The question is is it close enough for a t-test to give you a reasonable answer over...
Couldn't you run your backtest, run your "random" system, capture the distribution of returns and then run some sort of t-test on them to see if...
Looks like he's shorting VXX?
If you have an actual statistical model that leads you to believe it is going to move in a direction you can code up a monte carlo for the option...
I use Quandl extensively for all my end of day stuff. They have some data sets for options and futures that I find really helpful and have...
I work almost entirely in Python.
Linux Ubuntu. Finally pulled the plug on Windows 3 years ago and it was the best move I've made. My laptop got significantly faster.
Thanks. Most of the books on Amazon didn't look great. I have a math background (hard science) so I'll take your recommendation.
What are some of the best books out there for futures calendar spreads and seasonal trades? Thanks, J
I use Zim on Ubuntu...I believe it's similar to One note but is open source. It is lightweight and user friendly. I wouldn't use it as a project...
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