seriously though, If you watch ray dalio's interview on cnbc he states "well I know who's buying but i dont want to give away a trade secret...
I always hear big financial guys (RAY DALIO) say "we know who is buying and who is selling". Where do they get that info? He also said he pay...
Understood but how do you include the leverage into the standard deviation to give the increased risk calculation.
with a risk model based on standard deviation how can you account mathematically for the added risk of buying with margin. I can't for the life of...
having trouble finding a good software solution to build my portfolio with. I'm looking for risk analysis, return backtesting, and asset...
When you borrow money there is a cost included..
Nah, thats not really what im looking for because it doesn't include the cost of leverage and buying power leverage gives you.
How do you account for leverage when you calculate the risk exposure of a stock (or bond)?
ok I see what you mean. I guess I just need to learn the excel syntax because I have no idea how to tell it to check dates or days of the week....
What I'm kind of asking is how the process works or how its setup. I know it must be more difficult a process than can posted in a single post but...
I've never backtested before. I've analyzed data (things like correlations, ratios, etc) but never backtested. Is there anything like an tutorial...
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