no route, but But Andrew had a great conversation with Tim Pickering on top traders unplugged recently. Tim is a longtime CTA he was one of the first people to actually put a CTA in an ETF almost a decade ago. And
you just need strategy that is good enough and make sure it is properly diversified. The fact of the matter is that most CTA funds use strategies very similar
I have been following the book step by step. I managed to install everything including zipline. I have patched the framework (benchmark.py and loader.py) and it seems that it can ingest quandl ok. So I am up to “Your First Zipline Backtest” now. Here I am stuck. I try to run...
Half-hourly GPP estimates were derived from net ecosystem exchange measurements, which were gap-filled and partitioned using the R package 'REddyProc' (http://r-forge.r-project.org/R/?group_id=1679), following the method of Reichstein et al.49. The half-hourly GPP was aggregated to daily...
It can be seen from these figures that the calculated test statistic values of all seCalismoantea2l01(6f,o4r, xtrFeOnRdPeEdERaRnEdVnIEoW-trend patterns) tests are more than their critical values at the185o%f 2l3evel of sigtensitfisctaatniscteic(αva=lu0e.s0o5f)ailnl stehaesorania...
I have read a lot of books on trend following and although I really believe that it works I have never traded one. The reason is that Tf requires huge diversification to work, which is difficult to achieve with small accounts… Is it possible to trade your Tf system with Etf’s (only ...
LSA is particularly suitable for analyzing research papers for the following reasons: First, the number of topics in a research field are expected to be fewer than dozens, and LSA has outperformed LDA both quantitatively and qualitatively in many previous studies considering the small number of ...
models. It’s not just a clever rebranding, it’s really a very different game. To blindly cling to trend following as a religion, disregarding any real world evidence and attacking anyone presenting ideas that differ to the trend following mantra is not only unprofessional, it’s outright ...
The following spline simplification parameters were used: three-degree Bezier curves with C2 continuity and knot limitations with the maximum error less than 0.1 mm. Here, the widely known "One to Ten Rule" can be referred to. If the deviation and method accuracy in total is less than 10% ...
Following the placement of the substrates on the holders' vacuum chamber, the deposition process takes place regarding the following four important steps, featured in Figure 3: • The first step—Ramp up—involves the preparation of the vacuum chamber, which consists in a gradual increase of ...