4 ms·
The assertions you make are not necessarily in contradiction to what I am saying. In discretised form most of the formulas I'm talking about boil down to simple
by orbifold 7y ago
The assertions you make are not necessarily in contradiction to what I am saying. In discretised form most of the formulas I'm talking about boil down to simple linear algebra with unknown parameters. You can then use essentially linear regression to find those parameters, based on observed market data and trades you are making.
So I was talking about the "what should I be regressing" and "transformation" (you can use gauge theory to adjust for inflation and changes in exchange rate in non-obvious ways) part. There is no question that having access to enough data and operational excellent are a complementary component.