Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others. Cointegration and option pricing.
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Updated
Oct 23, 2024 - C#
Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others. Cointegration and option pricing.
This is where I'm getting my hands dirty trying out different design patterns and different techniques and languages.
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