Saturday, May 27, 2006

You perform a function and inverse it, does it always take you back to the original function. Lets quantify it a bit. You optimise a function by taking higher order differentials within limits and integrate the result within the same limits, will it take us back to the original function.

I think i'll stick some numbers in there to see how it actually works. Whats the use of a statistical or a quantitative model, if it doesnt do what its supposed to do.

Since i started on that, how does one effectively regression test a quant model ??

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