Monthly Archives: December 2010

What is a trading “edge”? – Part II

In my last post I made a reference to a popular definition of a trading edge that can be found in the trading literature and dicussed in various forums. This definition of a trading edge corresponds to what is usually referred to as  expected gain, … Continue reading

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What is a trading “edge”?

I have been reading a few papers lately on the subject of fund performance results and their statistical analysis. I must admit I was very surprised and at the same time very disappointed by the way this subject is approached, especially by … Continue reading

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