Personal website of Aurélien Vermylen

Fooling around with Gauss

Recently, I think I developed a quite new approach to estimate the distribution of the overlapping backtest pass rates of a brownian motion process over a certain threshold. Say w00t? Read on for explanations…

Read more →


When I was younger, and looked at youtube videos of financial “gurus” like Marc Faber, Jim Rogers or Peter Schiff, I was always very surprised that they considered that the EU would disintegrate at some point.

Read more →