Deutsche Bank Forex trading strategy questions for clarification on math symbols and calculations

(Last Updated On: September 5, 2014)
Learn the Secret

Get  our 2 Free Books

Get these now which land directly to their inbox.
Invalid email address

Deutsche Bank Forex trading strategy questions for clarification on math symbols and calculations

This is a first of a series of questions to people out there

Most questions are to clarify what the symbols/variables/functions mean. This will more specific questions.

Pg 6 theory (2)

Is the the whole optimization set of calculations?
What does v represent? Closest I got lower case upsilon.
E is an estimation or an expected function?
P is probability function?

Pg 7 theory (3)

What does s represent?
Is the G represent the GIRSANOV algo function?

Pg  8 theory (4)

Is the F a Fourier transform ?
Is the L a Levy process?
Is the pi Greek symbol linked back to the posterior probability process found on pg 6?
Where does the omega Greek symbol during Brownian motion process?

Pg 9 theory(5)

What does the inf{… Is this a function or set?

Pg 13 from thesis to trading model (3)

Under figure 3, is the top chart an inverse switch lileliHood measure? If do how does one calculate this? on same chart, what do these stars represen? How does one calculate original to the new change point?



NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in Quant Analytics and tagged , , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at