correlation is based on var and cov and should be measured ...

来源: njrookie 于 2016-01-02 13:00:23 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (49 bytes)

at higher frequency, not low frequency

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• Do you think your case would hold up if we do backtesting -autumnjune- ♀ 给 autumnjune 发送悄悄话 (146 bytes) () 01/02/2016 postreply 13:02:33

• trading is all about looking forward ... -njrookie- ♂ 给 njrookie 发送悄悄话 njrookie 的博客首页 (1070 bytes) () 01/02/2016 postreply 13:08:34

• I don't trade so I don't know. -autumnjune- ♀ 给 autumnjune 发送悄悄话 (139 bytes) () 01/02/2016 postreply 13:10:33

• 顶一下Nj。 -知人知面- ♂ 给 知人知面 发送悄悄话 知人知面 的博客首页 (0 bytes) () 01/02/2016 postreply 18:25:37

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