Discussion in 'Trading' started by ChrisMMM, Apr 21, 2007.
thank you very much this is exactly what I was looking for
How exactly have you developed a,b,c? On top of the head?????
every once in a while someone posts a market order disaster story here.. go read some of those.
Sorry... I reread my preceding post and the example is wrong. To answer your question, the parameters are estimated with a linear least squares regression. Since the OP already found the answer he was looking for, PM me if you want to chat about this in detail.
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