Loosing its momentum. Expect a rebound short term.
Replying to
@quantguild
Replying to
@delta
You might be spot on regarding the regime switching OU, totally agree. The challenge I see is the latent variable problem: how do you define the transition matrix for the switch in real-time without l
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Replying to
@fran
Replying to
@pretoninho
This is certainly an interesting idea. Shift the analytical focus from “How many points does a player score want?” to “How accurately is the dispersion of their performance priced?”
In particular, I View full post
In particular, I View full post
This is certaintly an interesting idea. Shift the analytical focus from "how many points will a player score?" to "how accurately is the dispersion of their performance priced?".
Ich habe vor allem ü View full post
Ich habe vor allem ü View full post
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