excel attachment from above post.
There is no drag. Expected return does not change after taking into account negative and positive compounding. I'm going to nitpick for a...
Our group just finished a research paper on the matter for an undergraduate research competition - it's a response to Macrae's article a few years...
I'll drink to that! :cool:
Lawrence Summers* compared the stages of crises to the stages of grief : *Summers, Lawrence H. International Financial Crises: Causes,...
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Read an interesting piece in the WSJ today about how <a...
Cutten, thanks for responding. In theory, assuming all individuals are 100% rational and following maximum expectancy with indifference to...
http://www.wikiupload.com/comment.php?id=199134 Was having issues uploading so it's hosted here. Zip file of some clips. Click download on...
Remember ol' Victor Niederhoffer? He's the guy that's selling the OTM puts etc. Taleb is the one buying them ;) Options are a zero sum...
Happy birthday, $COST! Glad your positions are doing well, as usual :) I've been long $VIX calls and have been legging into some straddles...
Just a correction to the calculation. The interpretation for '95% Confidence Interval' is for the variation of the mean return (here, 20%)...
There is no drag. The possibility of an all-win outcome eliminates this, to put it simply. Scroll up and read some of the files and attachments...
I like their Excel API stuff. BBXL imo.
I cringed at that one. Beware of overfitting and survivorship bias. I would not be targetting individual stocks per se, but broader and possibly...
Excel or OpenOffice equivalent.
The key to diversification is noncorrelation or offset correlation of a significant nature. To understand WHY, you will need to dig deeper....
Thanks for the insight, man. In my studies even a relatively small sample of one-year daily returns or 5-year (60mo) monthly returns also show...
I think by that, he means 'standardized' or 'normalized' (for lack of better word) historical return. This lets you compare apples to apples. A...
this thread made me smile :) Seeing as the trade is over, congrats. My advise would be to keep a journal of your progress. Write down your...
Separate names with a comma.