Financial modelling

A Statistical Method for Self-Tuning Trading Systems

I am starting to write this article in the idea that it might become useful in a not too far time horizon. I have been thinking at this for some time. The autotuning is an idea that is out there for some while, however the extreme complexity of…
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Anatomy of a simple CEP engine

Anatomy of a simple CEP engine

If there wouldn’t be that CEP abbreviation there you’d probably ask how that something inherently complex could become simple. Thing is, everything starts by being simple at first then evolving to something more complicated. Even if you might…
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Virtual methods in MQL5 – an application on options

Virtual methods in MQL5 – an application on options

This is a continuation of our article Intro to Options. Part II : Option valuation and greeks . However, it can be viewed and understood seperately, because it focuses on the programming side. The option models are exceedingly complicated…
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Volatility analysis : bridging the gap from volatility forecasting to price forecasting

Volatility analysis : bridging the gap from volatility forecasting to price forecasting

Volatility. A word that generates panic for investors as well as faster heartbeats for traders. How many times haven’t you tried before to…
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