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

(Last Updated On: September 5, 2014)

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?

 

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