Forum: Traders Hideout
July 12th, 2009, 01:09 PM
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Replies: 16
Views: 11,470
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Forum: Traders Hideout
July 12th, 2009, 02:11 AM
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Replies: 16
Views: 11,470
Yes this is part of an automated strategy, that...
Yes this is part of an automated strategy, that is why I place so much importance on being able to statistically define things. I think understanding these concepts is very helpful in discretionary...
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Forum: Traders Hideout
July 10th, 2009, 02:47 AM
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Replies: 16
Views: 11,470
I haven't looked in great detail at the files...
I haven't looked in great detail at the files there but in general the problem with Kalman filter is that they are usually based on the gaussian assumption and thus not as good at capturing...
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Forum: Traders Hideout
July 9th, 2009, 01:53 PM
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Replies: 16
Views: 11,470
These are the two books I have:
Amazon.com:...
These are the two books I have:
Amazon.com: Nonparametric and Semiparametric Models: Wolfgang Härdle, Marlene Müller, Stefan Sperlich, Axel Werwatz, Wolfgang HSrdle, Marlene Mnller: Books...
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Forum: Traders Hideout
July 9th, 2009, 02:16 AM
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Replies: 16
Views: 11,470
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