OK, here is my final, and hopefully correct, answer. There is no KO vol that that satisfies the above criteria. The triangle relationship has...
I can declaim on math when drunk, but it might not make any sense! Unlike Aquarians, whose IQ jumps 20 points with every half bottle of Romanian...
It is quite possible I am wrong again. I have guests over and have been drinking all afternoon. I'll take a look at it when I have had less...
acos returns angle in radians. > pracma::rad2deg(acos(.8)) [1] 36.8699 You are plugging in radians as degrees. Also, acos(.8) rounds to 64.4...
You are right, there are two solutions, I mis-read your question. The two are actually .21 and 39, depending on the angle (correlation) between...
NEVER trust ChatGPT. I have a subscription to it, but use it only for code translation. It gets even that function wrong, but it at least...
Usually you'd go in the other direction: given IV of KO and PEP and a forecast correlation of KO and PEP, you'd compare the calculated IV of...
.234 > sqrt(.3**2 + .09**2 - 2 * .3 * .09 * .8) [1] 0.2343075 Law of cosines: c^2 = a^2 + b^2 - 2 * a * b * rho rho = correlation(a,b) =...
AAL around 865 bp on the 5yr. FL not in my database, mostly track sovereigns.
Not for what I am doing now. I rely on deeply nested leave-block-out cross validation and generalized (rotated into complex plane) LBO and LFO...
I don't actually use ar(i)ma, or even arima-X in my analysis as I find that kind of model too restrictive. I think that arma might be a good...
I still apparently haven't got it down: Q) ChatGPT, can you prove the Riemann Hypothesis for me? A) I'm sorry, but I cannot prove the Riemann...
That depends on the answer to my other questions. He might want to at least convert his price series to log or Isometric log ratio (fx rates are...
You mean the post where you say that to get a good answer out of chat gpt you have to "treat it like its some autistic genius savant who took a...
Yes, probably. But you need to provide us more information. What language are you operating in? What is the order of your ARIMA model and how...
There appears to be a typo in your URL. The correct link is: https://arxiv.org/abs/2207.10247?context=math
OK, that is a reasonable first cut at a Heston implementation in python. But that is easy. 30 seconds of googling will get you links to better...
Soy is SoyElGanador who recently took a virtual vacation with his virtual winnings. MB is Mark Brown, who, at various times in the past, has owned...
Damn! You're way ahead of Soy. He only spent 3 and a half days there, and he never actually even left El Paso. You just need a real Bentley and...
So you're trying an experiment. Cast pearls before ET swine and see if there is any uptake. My guess is there will be virtually none. FFS you...
Separate names with a comma.