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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
257Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
meneo left a comment in the discussion From Research To Production: Hidden Markov Models
Hi Jack,Great post! The idea, backed by the research looks promising.However I find a disconnect...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
257Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
meneo left a comment in the discussion From Research To Production: Hidden Markov Models
CarstenĀ Thanks, will try out the OneClassSVM model.The main concern for my post though is why...
meneo left a comment in the discussion From Research To Production: Hidden Markov Models
Hi Jack,Great post! The idea, backed by the research looks promising.However I find a disconnect...
meneo left a comment in the discussion From Research To Production: Hidden Markov Models
CarstenĀ Thanks, will try out the OneClassSVM model.The main concern for my post though is why...
3 years ago