Posts for year 2021

• 2021-12-17 04:03Transition matrix calculation
• 2021-12-06 09:21A simple strategy based on autocorrelation in volatility
• 2021-12-05 13:26Price filter major indices
• 2021-12-01 18:50Autocorrelation in volatility
• 2021-11-25 08:50A simple regime filter
• 2021-11-06 06:52Sharpe ratio - A deep dive
• 2021-11-04 06:52Sharpe ratio