S Saji Jun 7, 2015 #11 ThomasB said: Not really. Maybe regime switching with hidden markov models. Or this stuff: http://asiaetrading.com/tobias-preis-founder-artemis-capital-video-interview-with-asiaetrading/ http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2260189 More... Hello, ThomasB: You really have a solid understanding of LPPL fitting, please comment on my new thread on LPPL fitting. http://www.elitetrader.com/et/index.php?threads/talking-about-lppl-model-fitting.292073/ looking forward to your discusstion
ThomasB said: Not really. Maybe regime switching with hidden markov models. Or this stuff: http://asiaetrading.com/tobias-preis-founder-artemis-capital-video-interview-with-asiaetrading/ http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2260189 More... Hello, ThomasB: You really have a solid understanding of LPPL fitting, please comment on my new thread on LPPL fitting. http://www.elitetrader.com/et/index.php?threads/talking-about-lppl-model-fitting.292073/ looking forward to your discusstion
