I don't know how well this method works. I prompted chatgpt like this: Please read the document at...
The basic idea is still valid... dual SDE's, modeling a time series as a 2D Ito process... this is in active use in finance.
This is not a bad question, but the posted answer is idiotic. Is this a chatgpt answer? In this case the instruction to chatgpt is nonsensical...
No. Images attached to a post aren't evidence that your strats are consistent losers net of transaction and financing costs. Claims should be...
Contrary to your or my intuition, ET search links don't transfer. Post your search query instead.
In that case, you need to award that coveted certificate to yourself.
Assets are priced at the price of the asset at some time in the future, discounted back to the present. The future price of the asset is, of...
I would define it as any trade that, under the assumption of a complete market, could be recast as an arb via trades in Arrow-Debreau securities....
CPI Dec 1952: 26.7 CPI Oct 2022: 298.012 Or an annual rate of about 3.5%. A bit higher than the 2% target rate, but probably...
Edges that persist we call "risk premia," or sometimes "smart beta." Equity risk premium, VRP, carry, momentum... there are actually quite a few...
"The Treasury Bond Basis" by Brughardt and Belton Here is an Amazon link:...
SQL> WITH w1 AS (SELECT SDate,O,C FROM mvConsolIndices WHERE Symbol = 'SPX') 2 SELECT to_char(SDate,'D') AS DayOfWeek,count(*) AS Count8PCPlus...
Does anyone listen to TheDawn? Does he have any followers? I can't tell, he seems to have blocked me from reading his profile.
True that, and you left out psychopaths. Our industry is full to the gills with narcissistic psychopaths and other deplorables. But that is...
Good idea... however a great many people have had that idea before you. You can certainly derive a predictive interval. Best to use predictive or...
Not true for the equation as posted, not even true if the OP fitted that equation by OLS. You don't even need normality of the error term...
It's the standard regression equation. Absolutely standard. The use of the letter "beta" for the vector (in this case a scalar) of regression...
Damn, sorry to hear that. I haven't checked in on Maestro in a couple of years. I should keep more up to date. It's too bad, he was my sole...
In my experience, nearly all successful traders have at least some industry background. There are exceptions (e.g. Maestro/Bogdan at Castle Ridge...
I've picked up a lot here on ET, mostly through those hints. You really just have to pay attention and be diligent enough to stitch the hints...
Separate names with a comma.