Is math filtration part of the secret in this Deutche Bank Forex FX strategy
Remember that DB FX strategy from
Can you help interpret this Deutche Bank Forex FX quant trading strategy?
This was suggested as part of the math filtration on the page of The theory (3)
http://stats.lse.ac.uk/kalogeropoulos/LD_1103.pdf#sthash.rKAZDewb.dpuf – See more at: https://quantlabs.net/blog/2014/05/can-you-help-interpret-this-deutche-bank-forex-fx-quant-trading-strategy/#sthash.heGVdQTp.dpuf
http://en.wikipedia.org/wiki/Filtration_(mathematics)
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