I wanna know more.......may you tell me? I'm a finance graduate. And I also had some related knowledge about financial engineering......Yet my...
Well....can I interpret what you said in this way? When we talk about Port. Theory, we're going to estimate E(r) and ÆÃ. Since our...
But positive skewness would mean that the "camel hump" is on the left......This means loss is more frequent, isn't? Referring to my graph just...
Negative skew means the opposite....... The tail is on the left.....meaning that the probability of loss is low. You may check wikipedia or other...
I'm a prop trader in Swift Trade, but just for 2 months. My boss doesn't allow me to trade derivatives. But derivatives is my favorite subject...
IC......but I still have some problems..... Other than Normal, there will be some other dists can have the same properties too, won't it? e.g....
It's not easy to look at the distribution.......since we have sample estimates only, and the distribution itself will change over time... Well,...
Type wrong....should be "The right one actually is riskier than the left one."
So......can I interpret your meaning in this way?« The risks involved when we perform certain trading strategies don't be able to be...
But I don't understand what role would that skew play? Every distribution has its own SD afterall.....no matter if it's skewed or not. And what...
I know if the distribution is highly negatively skewed, then the expected return E(r) will be high......leading to a high Sharpe ratio as you...
So do you think that a (successful) Swift Trader can be appreciated by other "ordinary'' financial institutions, such as investment banks and fund...
Is it really necessary to let the histrgram resemble Normality? What if it isn't Normal? I didn't see any assumption about Normality in Port....
Separate names with a comma.