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User123456
User123456

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The main thing is to correctly determine the basis and “paint” the matrix, then carry out a matrix analysis, calculate errors, probability sigma, and do not forget that dynamic systems with non-stationary nonlinear internal connections and external influences of various factors of different power, and different exposure times, will not allow accurate calculation. You should minimize the function in the presence of a set of unknown parameters and restrictions, find your vector in the matrix, and then everything will work out, and the Sharpe and Sortino coefficients will show the best values ​​in the financial industry

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Zaregistrovaný Mar 13, 2018 at 12:33

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