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Dennis Stander

Quant

209

Backtests

2

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0

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0

Public Algorithms

Experience points

19


Date Joined

22nd January, 2018


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Dennis left a comment on Pairs Trading - Copula Method vs Cointegration

Two Questions:1. How is the Quantity calculated? (i.e. where can I find the function CalculateO...

9 months ago


Dennis left a comment on Pairs Trading - Copula Method vs Cointegration

If for a Gumbel copula we get a combination of (u,v) of (1,1) -> the pdf of your algorithm return...

10 months ago




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