by Patrick Burns.
Abstract: Random portfolios can provide a statistical test that a trading strategy performs better than chance. Each run of the strategy is compared to a number of matching random runs that are known to have zero skill. Importantly, this type of backtest shows periods of time when the strategy works and when it doesn’t. Live portfolios can be monitored in this way as well. This allows informed decisions — such as changes in leverage — to be made in real-time.
jun 25, 26
Programmers think programming is really hard. Non-programmers think it’s even harder than that. Figure 1: The perceived difficulty of programming. Why is programming so arduous? […]
jun 25, 26
Coordinates: 2014 September 15-17 in the London borough of #rstats. 15th, evening I had just the right number of R bugs so that I could walk to the drinks and arrive [...]
jun 25, 26
Navigation gets you from where you are to where you want to be. Speaking of navigation, you can jump to selected sections of this post: Navigation; R-bloggers; Task views; Rdocumentation.org; [...]