|
PureBytes Links
Trading Reference Links
|
Peter,
Christopher May (a friend of my cousins') wrote a book on Non-Linear
pricing. He uses the methods trading his Hedgefund.
I find the techniques very interesting, yet not well known.
JS
--- Peter G <ktata@xxxxxxxxxxxxx> wrote:
> RTs:
>
> Anyone familiar with this research?
>
> I find the concept of non trend-following methods
> which switch using their
> Sharpe ratio or some other measure of efficacy very
> interesting,
> considering how nonlinear the markets are.
>
> http://www.hal-pc.org/~twwright/
>
> PG
>
>
_________________________________________________________
Do You Yahoo!?
Get your free @yahoo.com address at http://mail.yahoo.com
|