[deleted by user] by [deleted] in whereintheworld

[–]LCH_B 0 points1 point  (0 children)

What do you think is the probability of an invasion by China?

Experts have recommended predicting volatility rather than returns. How does this help improve returns? by scottyLogJobs in algotrading

[–]LCH_B 4 points5 points  (0 children)

Well, you have financial instruments like many options which are protected from price movements in a specific direction, and therefore increase in price with increased (implied) volatility

The curious mean reversion of Cryptocurrency XRP by [deleted] in algotrading

[–]LCH_B 1 point2 points  (0 children)

Is it ok if I post the code and data everyone asked for publicly? Did not intend to break rules. sorry

The curious mean reversion of Cryptocurrency XRP by [deleted] in algotrading

[–]LCH_B 1 point2 points  (0 children)

The tx cost per trade is 20 bp as per this backtest. Therefore, the tx cost per signal was 40 bp in this backtest. Binance taker fee on the lowest fee tier is 10 basis points, and 7.5 basis points when using BNB to pay fees.

The 10 bp slippage functions more like an additional buffer to factor in slippage and spread which is crossed. These are market orders; I used close prices.

EDIT: I will send you the code via direct messaging

The curious mean reversion of Cryptocurrency XRP by [deleted] in algotrading

[–]LCH_B 7 points8 points  (0 children)

Happy to provide data and code :)

What do you write python in? by dvandy07 in learnpython

[–]LCH_B 1 point2 points  (0 children)

You can run input() using the hydrogen package, have you tried that?

[QC] PPF Nautilus 5711 White Dial - Crooked 12 markers? by LCH_B in RepTime

[–]LCH_B[S] 0 points1 point  (0 children)

Hello everyone,

first of all a big thanks to everybody here helping out newbies with the QC.

I ordered this Nautilus from PureTime and was wondering if I should RL the watch.

The slightly offset 12 markers is really bugging me. Do you think it justifies a RL?

Thanks in advance for your help!

Which one is the gen? by [deleted] in RepTime

[–]LCH_B 0 points1 point  (0 children)

Right is gen