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Here are ten unsolved problems in algorithmic trading framed within a pure mathematics context:
1. **Optimal Execution Problem**: Finding a universally optimal strategy for executing large orders t…
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**Description**
We need to develop a comprehensive security domain for our generic trading application, TraderX. This security domain will define the necessary protocols, policies, and mechanisms to …
dc-ms updated
2 weeks ago
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based on the comments in #2208
`risk ratio` is a useful effects measure that is often used in medical, epidemiological studies, and I guess other areas.
It makes a good use, example and test case f…
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in the new fluctuation complexity, #409 , we have the equation:
![image](https://github.com/JuliaDynamics/ComplexityMeasures.jl/assets/19669089/05f9c090-c92a-4c7e-8686-7a83afb1a9e2)
this equatio…
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**Describe the problem.**
Provide an implementation for sharpe ratio and information ratio calculations in gs_quant.
**Describe the solution you'd like**
Information ratio should calculate the r…
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I want to add a scorer node (keeping score, duh) as a clear measure of skill in the game, which goes up as the player survives longer and takes bigger risks.
The score guidelines are:
- More score…
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I am toying with the idea how to size up or size down an alpha based on its performance or Bayesian Consistency or some kind of performance measure.
My thought is that we could have a standard size…
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### Current State:
- The models provided as FSKX file contain the executable model script. If this code is unsupervised it could be a security risk for the executing platform.
### Goal:
- The general…
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**Is your feature request related to a problem? Please describe.**
Our listing policies aim to provide transparent criteria on how to suggest products/resources/services to be added ethereum.org & …
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Currently the tutorial seems to use terminal portfolio value as the reward. I would like to penalize it with some kind of risk measure (such as MDD). Hence my reward would be Terrminal Value - alpha *…