Analytic (@analytic_trader) 's Twitter Profile
Analytic

@analytic_trader

The numbers tell the story.
Numbers - Process - Clarity. Not financial advice.
Applied statistical methods for gaining clarity into the financial markets.

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linkhttps://discord.gg/JjGF6ApJjQ calendar_today08-09-2016 21:27:56

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Analytic
@analytic_trader

15 days ago

Market Regimes: 1) PFL Crowded Long and Locked in a Momentum Up Trend -> Bell part of the distribution -> Normal Distribution -> Sharpe Ratio 2) Price oscillations between the extremes of the Bell part of the distribution -> Student t(3) Distribution -> Sortino Ratio 3)

Market Regimes: 1) PFL Crowded Long and Locked in a Momentum Up Trend -> Bell part of the distribution -> Normal Distribution -> Sharpe Ratio 2) Price oscillations between the extremes of the Bell part of the distribution -> Student t(3) Distribution -> Sortino Ratio 3)