Indicator builder & discretionary trader.
9 lives, all speculative
Nothing here is financial advice. Only speculation.
logret = np.log(price_t / price_prev)
drawdown = compute_drawdown(equity, high_watermark)
vol_window = rolling_std(logret_hist, window=50)
reward = (logret / (vol_window + 1e-8)
- λ_dd * drawdown
- λ_tc * trade_cost
- λ_pos * abs(position))
2/2
logret = np.log(price_t / price_prev)
drawdown = compute_drawdown(equity, high_watermark)
vol_window = rolling_std(logret_hist, window=50)
reward = (logret / (vol_window + 1e-8)
- λ_dd * drawdown
- λ_tc * trade_cost
- λ_pos * abs(position))
2/2
The Fed is acting BEFORE it became severe.
Also your money is safe in the bank thanks to FDIC
2/2
The Fed is acting BEFORE it became severe.
Also your money is safe in the bank thanks to FDIC
2/2
(The Good)
Liquidity Shortages
Interest Rate Control
Financial Stability / Market Confidence
Routine Operations (Not always an emergency)
(The Bad)
Inflation Pressure
Moral Hazard
Asset Bubbles
1/?
(The Good)
Liquidity Shortages
Interest Rate Control
Financial Stability / Market Confidence
Routine Operations (Not always an emergency)
(The Bad)
Inflation Pressure
Moral Hazard
Asset Bubbles
1/?