My brain is a little numb today, I need a refreshment.. If you sell in-the-money EFD or in-the-money call option. what is the chance of...
Testing the theory is not hard, but it takes considerable amount of time. Data for AAA goes back only to 1983 - if I am not mistaken. Thus you...
I wouldnt put too much stock into it - no pun intended. For a while the dividend yield vs interest raterelationship was a good proxy, however,...
Wow, thanks a lot. This info might save me some headache along the way.:)
Anyone perplexed at the wide range of return? Wouldnt we expect consistent return? Does the data factor in slippage or transaction costs?
Awesome, i think you have to risk-adjusted it. Ri - rf divided by max drawdown or standard deviation.
Part of the problem stems from the other side of the fences. Phynance, Econophysics, etc. have close to zero respect for TA and surpirsingly,...
"Sornette cautions that his model allows him to make broad predictions, but is not able to predict where the stock market will be on any...
If his theory and methodology are true (which is a HUGE "if"), it will dissipate once people replicate. D.E. Shaw example should more than...
Thanks for replying guys. Great suggestions. To answer the last Q's, we have been seeking to get "seed" money, i.e. try the money managing...
Risk adjusted standard takes into account risk free security. (ri - rf) as numerator. And denominator can be of variant type: Sharpe,...
My biggest problem is that I do not have credibility. But I believe whole-heartedly in my "product." The method and analysis are very labor...
Good info:)
I am thinking of starting a newsletter, do anyone have any experience starting up a newsletter? I am hoping to make it a biweekly publication....
Option_Attack, I read that book. It was a sharp contrast to The Predictors.
I want to get your thoughts and opinion on this company. Supposedly they have found the "holy grail" What baffles me is that: 1. UBS...
Lets start during the first week of May. By then I hope to have some guidelines. Feel free to do as you please, though. ---Fish
Typo: Clearly I have NOT thought this out.
Please, give me some suggestion :)
Can you beat the Market? Needless to say, this is one of the most perplexing problem in finance/trading/life. I am proposing this...
Separate names with a comma.