t**********e
发帖数: 68 | 1 打算在给定expected return和Volatility的情况下通过geometric brownian motion生
成几千个one-year price time series，用测试结果的平均值来考验某个trading
strategy。相比historical backtesting,我想用这种方法是不是更有效的测试
strategy的有效性，避免over fitting？
问题是得出的结论似乎与historical backtesting相差比较大，看了我生成的2000个
samples,发现虽然其平均return是我给定的30%，但其分布很广，从-0.6到3.6(见附图
），只有1/4的sample returns落在10%-50%的区间内。
我怀疑如果想测试这个strategy在30% return情况下的表现，这些偏离过远的samples
得出的结果是不是应该剔除？如果是的话该如何剔除？
我是菜鸟，问题也许比较初级，请见谅。多谢！ |
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z*******n
发帖数: 1034 | 2 Posted Jun 5, 2014 by Darrell Etherington (@drizzled)
Apple has added a trick to its CoreLocation set of geopositioning tools in
iOS 8, 9to5Mac has noticed, and that will make it possible for venue owners
to build indoor positioning systems into software tied to their facilities.
iOS 8 adds the M7 processor and iPhone motion sensors to the CoreLocation
API, handing off location tracking to those elements from GPS, cell and Wi-
Fi tower broad location detection used for outdoor navigation when a ... 阅读全帖 |
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C******g
发帖数: 2930 | 4 Since the UNCHARTED: Eye of Indra motion comic series was released on the
PlayStation Store late last year, we’ve gotten a ton of questions asking if
the Rika Raja and Daniel Pinkerton multiplayer skins – which were made
available in Europe as part of a bundle – would soon be available to our
community in the US and other parts of North America.
When the PlayStation Store updates on Thursday, April 1 (we’re not joking),
the UNCHARTED: Eye of Indra Bundle will be available for purchase for $2.49. |
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w*******y
发帖数: 60932 | 5 J&R is selling Star Trek: Original Motion Picture Collection Blu-Rays for $5.
Link:
http://www.jr.com/product/movie/pv/_1209867V/
Contains the original 6 movies + commentary.
Got one for myself at under $9 after shipping.
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w*******y
发帖数: 60932 | 7 Overview
The Wii Remote and Wii MotionPlus from Nintendo takes the motion-sensing
controls of the Wii console to the next level of precision sensing gameplay
movements with greater accuracy than ever before. Designed to attach easily
to the Wii Remote, the Wii MotionPlus brings every twist of the wrist or
turn of the body to life, faithfully replicated on the TV screen. With the
combination of the Wii Remote and MotionPlus elevate your gameplay to such a
level of realism that you never thought o |
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w*******y
发帖数: 60932 | 9 NewEgg is offering the Rosewill Model RSL-112 Solar Motion Light for $20.99,
with free shipping.
Add product to cart, then apply code EMCZZZT73:
PRODUCT LINK
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w*******y
发帖数: 60932 | 12 Use Coupon codes:
20% off: EXTRA20
Free Shipping: CONTACTFR
No Kohls Credit Card needed I believe.
AviaAvi-Motion iTone High-Performance Toning Shoes
original $99.99
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w*******y
发帖数: 60932 | 19 Hello,
I found this on Kohl and ordered it for my wife seems like a Awsome shoe
with 5 star rating.
AviaAvi-Motion iShape High-Performance Toning Shoes
Add to cart
Use 15% off without kohls charge: SAVEME15[/I]
FREE Shipping with SHIP4FREE
Tax where applicabl
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w*******y
发帖数: 60932 | 20 1saleaDay has Foscam FI8918W Pan & Tilt Wireless IP Camera With Infrared
Night Vision, Remote Viewing, and Motion Detection!:
http://1saleaday.com/
for $64.99
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w*******y
发帖数: 60932 | 21 Buydig.com
42" LG Infinia 42LV5500 WiFi 120Hz 1080p LED HDTV & Magic Motion Wand Remote
+ BD630 Blu Ray Player + HDMI Cable Kit
LINK
$769 (proceed through checkout to see price)
with free shipping
Specs:
WiFi Ready
Refresh Rate: 120Hz
Contrast Ratio: 5,000,000:1
Tuners: NTSC, ATSC
Inputs:4x HDMI
3x Analog Audio
2x Composite Video
2x USB
1x Component Video
1x Ethernet
1x RF
1x PC
1x Optiocal
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w*******y
发帖数: 60932 | 22 Just went to Meijer this morning picked up Playstation Accessories for 25%
off plus add'l 15% off with Meijer card. Also picked up video games for 15%
off plus add'l 15% with Meijer card.
This deal applies to all video games 15% off, and PS3 accessories 25% off,
plus when you use your Meijer card you get add'l 15% and it all stacks
together at register.
Unbelievable deal TODAY ONLY 6-13-11 for Meijer card add'l 15% off. But the
25% Accessories, 15% video games is all week.
Picked up the extra Mo... 阅读全帖 |
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w*******y
发帖数: 60932 | 23 In this Sunday's Toys R Us ad, you can get Wii FlingSmash (packaged with
extra controller) for $9.99 when you buy Wii Play: Motion (packaged with
extra controller) at $49.99. For less than $60 before tax, you get two games
and two WiiMote controllers.
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w*******y
发帖数: 60932 | 26 Newegg has the LG 55" Class (54.6" Diag.) 1080p 120Hz LED-LCD HDTV 55LV5500
for $1,114.00 with free shipping and no tax for most. For those of you that
don't have a Fry's this is a pretty good deal.
Link:
http://www.newegg.com/Product/Product.aspx?Item=N82E16889005211
Brand
LG
Model
55LV5500
Cabinet Color
Black
Panel
Screen Size
55" Class (54.6" Diag.)
Recommended Resolution
1080p
Maximum Resolution
1920 x 1080
Aspect Ratio
16:9
Dynamic Contrast Ratio
5,000,000:1
... 阅读全帖 |
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w*******y
发帖数: 60932 | 28 Newegg
MartinLogan Motion 10 Home Theater Speaker
= $179.99 with code EMCJKJF26
free shipping
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w*******y
发帖数: 60932 | 33 Tech4Less has open box Kinect Motion Sensor for $59. Use coupon code
mcoup10off for another 10% off (credit to the PS3 $143 thread) to cut it to
$54. Use budget shipping for $6 to bring it to a total of ~$60 shipped.
90 day warranty.
Note: Some users aren't able to access the site because it is being hammered
right now. it depends on each person as I was able to make a purchase just
now. I'd say it's worth a try.
link:
http://www.techforless.com/cgi-bin/tech4less/LPF-00004?id=W9GYi
[techforless.... 阅读全帖 |
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w*******y
发帖数: 60932 | 36 Best Buy
FlingSmash + Wii Motion Plus Remote (Wii)
= $8 with free shipping
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w*******y
发帖数: 60932 | 38 Sold directly by Cheetah Mounts through Amazon.com: Link:
http://www.amazon.com/gp/product/B000WL6YY8/ref=olp_product_det
I just purchased this after seeing it for as high as about $75 just a little
while ago through Amazon (third parties tend to charge high shipping prices
for this bulky item). Has great reviews, and felt the urge to share the
deal for a full motion articulating wall mount! Note that it does include an
HDMI cable and leveler, but I highly recommend using your own or buy one
fro... 阅读全帖 |
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w*******y
发帖数: 60932 | 39 Newegg
MartinLogan Motion 12 Home Theater Front/Surround Speaker Each
= $270 with code EMCYTZT1106
free shipping
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w*******y
发帖数: 60932 | 40 I've been watching this jacket for a long time and have never seen it
cheaper. What happened is that REI just moved the 2011 jacket to rei-outlet
, knocked 30 dollars off what they were charging yesterday, and are also
throwing in free shipping. You can use the shopping portal website of your
choice to get another 3 bucks back, and if you are an REI member well
obviously that is going to make this deal 10 percent sweeter in year end
dividends. $185 is the normal asking price, because of the m... 阅读全帖 |
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g******y
发帖数: 2517 | 43 亚马逊Deal of the Day: The Lord of the Rings: The Motion Picture Trilogy (
The Fellowship of the Ring / The Two Towers / The Return of the King
Extended Editions + Digital Copy) [Blu-ray] (2011), 59% Off
http://amzn.to/zO2eKF |
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c**t
发帖数: 9197 | 45 do you think the new wii sports with motion plus worth to buy? |
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a********9
发帖数: 3813 | 46 Trump’s Immigration Ban Blocks Travelers at Airports Around Globe
WASHINGTON — President Trump’s executive order on immigration
quickly
reverberated through the United States and across the globe on Saturday,
slamming the border shut for an Iranian scientist headed to a lab in Boston,
an Iraqi who had worked as an interpreter for the United States Army, and a
Syrian refugee family headed to a new life in Ohio, among countless others.
Around the nation, security officers at major international ga... 阅读全帖 |
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a********9
发帖数: 3813 | 47 Trump’s Immigration Ban Blocks Travelers at Airports Around Globe
WASHINGTON — President Trump’s executive order on immigration
quickly
reverberated through the United States and across the globe on Saturday,
slamming the border shut for an Iranian scientist headed to a lab in Boston,
an Iraqi who had worked as an interpreter for the United States Army, and a
Syrian refugee family headed to a new life in Ohio, among countless others.
Around the nation, security officers at major international ga... 阅读全帖 |
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a********9
发帖数: 3813 | 48 最新消息：
Trump’s Immigration Ban Blocks Travelers at Airports Around Globe
WASHINGTON — President Trump’s executive order on immigration
quickly
reverberated through the United States and across the globe on Saturday,
slamming the border shut for an Iranian scientist headed to a lab in Boston,
an Iraqi who had worked as an interpreter for the United States Army, and a
Syrian refugee family headed to a new life in Ohio, among countless others.
Around the nation, security officers at major internatio... 阅读全帖 |
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z**********g
发帖数: 16 | 49 bout “Repulsive particle” hypothesis
Zhuang Yilong
Shanghai Institute of Science and Technology Managemen
Jiading 201800
“Repulsive particle” hypothesis is a new theory of material
action. Contrary to Newton law of universal gravitation, which explains why
an apple on the three falls to the ground, it can be called law of universal
repulsion which explains why an apple grows on the tree. It regards a plank
quantum as a material particle, which is a epulsive particle”
counter... 阅读全帖 |
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z**********g
发帖数: 16 | 50 Repulsion Particle Hypothesis
: Zhuang Yilong
Shanghai Institute of Science & Technology Management
Jiading District of Shanghai, 201800, China
Abstract: The theory of “ Repulsion Particle Hypothesis” is a new theory
of matter interactions. In contrast to Newtons universal gravitation that
the apple drops from the tree, this hypothesis can be called the universal
repulsion theory tha... 阅读全帖 |
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