Py

FX Trader

Quant

51

Backtests

6

Comments

0

Discussions

0

Public Algorithms

Experience points

62


Date Joined

7th September, 2016


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


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

jing_wu -- sorry for my late reply. Thanks for taking the time to look in to this and get back ...

2 years ago


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

Hi Jing, this is really great. Thanks for sharing your work. I am looking forward to exploring the m...

2 years ago


FX left a comment on FX Macro Economic Sentiment Algorithm

jayjayd ; am I correct to assume that no live trades can be placed until this BaseData implemen...

2 years ago


FX left a comment on FX Macro Economic Sentiment Algorithm

Could be interesting to see how applying the Kelly Criterion to this strategy would affect risk/prof...

2 years ago


FX left a comment on FX Macro Economic Sentiment Algorithm

jayjayd - sounds good. Can you let me know what led you to think there could be an error with t...

2 years ago