Recent content by PytagorasOfSamos

Sounds awful on many levels. Done for the day, you have edge or you don’t.

Some alpha in this. Was too noisey for me to make work on its own, but seemed to work ok when added with some other predictors, good thread

lots of debate on which participants the Dax change is good or bad for, obviously there are winners and losers. One thing for certain is it’s really hurt volumes, I struggled to get size done over Christmas. Looks about 20% down versus FESX in my calculations. Not good.