HOME PAGE - Companion material for the ArXiv paper:
"On a fundamental statistical edge principle" (review)
(Prof. T. Gastaldi, Dept. Statistics and Dept. Computer Science, Univ. Sapienza, Rome)

Forward simulations

Simulation 1
Simulation 2
Simulation 3
Simulation 4
Simulation 5

Simulation 6
Simulation 7
Simulation 8
Simulation 9
Simulation 10

Source code (C# language)

Real $$$ application

Real Trading Application

Author contact: WhatsApp chat: https://wa.link/bfrgne, Email: tommaso.gastaldi@uniroma1.it

Some financial terms' definitions used in the paper:

https://www.nasdaq.com/glossary/f/futures-contract-multiple
https://www.nasdaq.com/glossary/e/expiration-date
https://www.nasdaq.com/glossary/r/roll-over
https://en.wikipedia.org/wiki/Rolling_(finance)
https://www.nasdaq.com/glossary/p/position
https://www.investopedia.com/terms/m/marketexposure.asp
https://en.wikipedia.org/wiki/Bid%E2%80%93ask_spread
https://www.investopedia.com/terms/e/execution.asp
https://en.wikipedia.org/wiki/Consolidated_Tape_System
https://en.wikipedia.org/wiki/Market_data
https://www.investopedia.com/trading/support-and-resistance-basics/
https://www.investopedia.com/terms/c/commodityfuturescontract.asp
https://en.wikipedia.org/wiki/Market_correction
https://www.investopedia.com/articles/active-trading/022415/vital-importance-defining-your-trading-edge.asp
https://www.investopedia.com/terms/t/technicalanalysis.asp
https://www.investopedia.com/terms/o/optionchain.asp
https://www.investopedia.com/terms/e/expirationdate.asp
https://www.ibkrguides.com/taxoptimizer/ibto/lotmatchingmethods.htm
https://www.cmegroup.com/confluence/display/EPICSANDBOX/Supported+Matching+Algorithms
https://www.investopedia.com/articles/exchangetradedfunds/07/leveraged-etf.asp#toc-daily-rebalancing
https://www.investopedia.com/terms/r/reversesplit.asp
https://www.investopedia.com/terms/c/contango.asp#toc-contango-vs-backwardation
https://www.investopedia.com/terms/m/meanreversion.asp
https://www.investopedia.com/terms/l/lookaheadbias.asp
https://en.wikipedia.org/wiki/Decimal128_floating-point_format
https://en.wikipedia.org/wiki/Not_even_wrong