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Showing posts with label
Extended
.
Show all posts
Showing posts with label
Extended
.
Show all posts
31 December 2014
About time, leverage and a few grains of salt (Synthetic Prices Part II)
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Just in time to be vintage 2014 I finally managed to write a long overdue blog post. Nevertheless thanks to a loyal crowd of readers this ye...
18 May 2014
Composing Synthetic Prices For Extended Historical ETF Data
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Backtesting of strategies is best done with at least 10+ years of historical price data, preferably even more. However, ETF's with suc...
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