Tony Cooper

Double-Digit Numerics

Auckland

New Zealand

http://www.ddnum.com

  • Double-Digit Numerics

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Easy Volatility Investing

Number of pages: 34 Posted: 23 Apr 2013
Tony Cooper
Double-Digit Numerics
Downloads 18,335 (320)

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Volatility trading, Futures pricing, Volatility Risk Premium, Roll yield, Momentum

2.

Alpha Generation and Risk Smoothing Using Managed Volatility

Number of pages: 37 Posted: 24 Aug 2010
Tony Cooper
Double-Digit Numerics
Downloads 14,598 (493)
Citation 4

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volatility timing, volatility of volatility, extreme volatility, volatility drag, managed volatility, continuously dynamic leverage, leveraged exchange traded funds, alpha generation, kurtosis, maximum drawdown

3.

Simulation as a Stock Market Backtesting Tool

Number of pages: 44 Posted: 17 Apr 2014
Tony Cooper
Double-Digit Numerics
Downloads 1,512 (21,834)

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Backtesting, Simulation, Smoothing, Data Mining Bias, Overfitting, Regularization, Moving Averages, Momentum, Alpha-Momentum