limitdown I actually don't understand why quants are paid so much. Anyway, I do run my own investments. Sorry if I offended you and the readers...
limitdown A mixture model is an ensemble of functions which number, location and parameters have been chosen to represent the density in a data...
I looked into Discriminant analysis already because of its stepwise extension. However, the need for the covariance matrices to be homogeneous was...
Good to hear from knowledgeable traders! My definition or regimes is quite loose but more signal oriented than practiced in academic spheres;...
It may not be the right place to ask. I have cycles very good at picturing market regimes which I trade manually quite successfully. I like to...
Should I read between the lines and conclude that this thing works?
Well! You bring an interesting point! I have been trading for more than 10 years knowing that edges do not last; I cannot afford to wait.
Does anyone have experience with Noxa's Causal Singular Spectrum Analysis? They seem to bring a fresh new approach to trading. What do you...
There is no such thing as holy grail but stuff that eventually works better than average. Here is an example of what I do with trends: For...
Agreed! Back testing is almost a scam. Believing that what worked best in the past would work best in the future is foolish. I see that every...
Markets are high dimensional systems - that is, expressed by many variables - but still contain a great deal of structure. I believe that trends...
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