Dead cat bounce to be sold into
The difference between Oct. and Dec. is not stationary, Dickey Fuller of order 3 shows it is highly "correlated" to the direction of the...
For
it's still coming off!
Form empirical analysis seems to always end up at carry this spread - I am not sure how it did not improve with the switch coming in. Surely even...
Not sure what to say other than waiting for liquidity to come back to reduce a touch - hopefully Mika can manage to stay in until that reverse
I am using TWS platform, am I the only one to be experiencing pricing issue on my portfolio ?
famous last words! :banghead:
it does!
Pleasure!
sounds like 2016! In reverse :confused:
:D
without some times series of the empirical difference between those two months, i cannot make a choice :)
hi betcashrun - I am working on a paper that shows SABR can take this particularity as a parameter, would love to get data and find the optimal...
do you have some data we could crunch ?
Separate names with a comma.