Any help about the price vector model,please?
Hi,recently, I read a book "Trading system analysis" by Robert Barnes.
In which there is a model generating synthetic market data,its name is (Simple) price vector model.
I am very interested in it,but I couldn't get the exactly steps to perform it,for there is only simple description about them in the book,no related fomulars and step-by-step examples.
Could anyone give me some further information about it in details?
much appreciation!
Hi,recently, I read a book "Trading system analysis" by Robert Barnes.
In which there is a model generating synthetic market data,its name is (Simple) price vector model.
I am very interested in it,but I couldn't get the exactly steps to perform it,for there is only simple description about them in the book,no related fomulars and step-by-step examples.
Could anyone give me some further information about it in details?
much appreciation!
