reverse_engineer

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…

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Brexit

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.

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