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Monthly Archives: February 2011
Technical Analysis and Microstructure Modelling
These videos are interesting: http://nathanslessons.com/
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Risk/Reward Question
I have a market neutral long/short portfolio of N shares. Let denote a Nx1 vector denoting the long part of the portfolio, with 1’s where a share is long, 0 otherwise. Let denote the Nx1 vector denoting the short part … Continue reading
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