Hello all,
I just stumbled on this thread, and it sadly doesn't appear to be very active any longer.
I have an educational and professional background in math, and prefer to use math/stats concepts over classic technical analysis for generating trading signals.
I use stat arb methods, as well as numerical approaches such as GARCH, Kalman/Weiner filters, and finite difference methods. I'm also interested in machine learning techniques.
Someone asked a question about GARCH. On another computer (the one that is running my self-designed automated strategy), I have a GARCH routine that I coded in MQL4. I'm happy to share it if you can wait a few days.
I would be interested in discussing research ideas or specific techniques. What I'm not interested in is using off-the-shelf EAs or pure indicator-based systems.
I just stumbled on this thread, and it sadly doesn't appear to be very active any longer.
I have an educational and professional background in math, and prefer to use math/stats concepts over classic technical analysis for generating trading signals.
I use stat arb methods, as well as numerical approaches such as GARCH, Kalman/Weiner filters, and finite difference methods. I'm also interested in machine learning techniques.
Someone asked a question about GARCH. On another computer (the one that is running my self-designed automated strategy), I have a GARCH routine that I coded in MQL4. I'm happy to share it if you can wait a few days.
I would be interested in discussing research ideas or specific techniques. What I'm not interested in is using off-the-shelf EAs or pure indicator-based systems.