# Thoughts on LSPM from R/Finance 2010

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I just got back from R/Finance 2010 in Chicago. If you couldn’t make it this year, I strongly encourage you to attend next year. I will post a more comprehensive review of the event in the next couple days, but I wanted to share some of my notes specific to LSPM.**FOSS Trading**, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

- How sensitive are optimal-f values to the method used to construct the joint probability table?
- Is there an optimizer better suited for this problem (e.g. CMA-ES, or adaptive differential evolution)?
- How accurate are the estimates of the probability of drawdown, ruin, profit, etc.?
- What could be learned from ruin theory (see the actuar package)?

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