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Critical.Error

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Project Alpha
Created Nov 6, 2020

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Critical.Error left a comment on Please help: live trading order failure due to mar...

"Hi Louis, That formula is used for cash secured equity puts. According to the OCC, Writers of uncov..."

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2 weeks ago

2 weeks ago


Critical.Error left a comment on Hurst Exponent Function

"Here is an example of ES futures on a daily timeframe for 90 periods. Much lower HE. I would not exp..."

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3 months ago

3 months ago


Critical.Error left a comment on Hurst Exponent Function

"Here is an example on ES futures 5m data with 276 periods in the rolling window. You can see the cha..."

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3 months ago

3 months ago


Critical.Error left a comment on Hurst Exponent Function

"And thank you for the videos and post! I have noticed that the shorter timeframes (intraday data) ap..."

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3 months ago

3 months ago


Critical.Error left a comment on Hurst Exponent Function

"Just curious why you choose not to use the rescaled range when calculating the Hurst exponent? ..."

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3 months ago

3 months ago


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