For the last several years, I've been developing the concept of finite state stock return analysis. There are a bunch of excellent ways to implement this type of methodology. I've been specifically looking at dividing the market day into two finite states.
Tag: Finite State
Finite State Accounting Improves Strategy Evaluation
Finite State Accounting Improves Strategy Evaluation I wrote this on seekingalpha. It examines 2 state systems. This is based on my research here, which the avid reader knows has generally been on 4 state systems. The research for the last few months has been to understand the processing requirements to support further investigation. The SeekingAlpha… Continue reading Finite State Accounting Improves Strategy Evaluation