And if they say, Sie konnen meinen Arsch lecken, they may also be polite.
You should ask this on the Wilmott forums. This question is likely way more advanced than the users here can answer.
The majority of options expire worthless, an realized volatility is fairly consistently less than implied volatility. These facts would lead one...
Blue Horseshoe hates Anacott Steel, apparently.
Of course when a strategy starts working and when it stops working is randomly distributed in time. However, since even the higher moments of the...
Buy when there is blood in the streets.
The price of a financial assest is only worth what you can convince somebody else to buy it for. There is one way and one way only to make price...
No exactly, even random walks can produce patterns that look like trends.
The issue no one is dealing with is that Point B is only identified after the fact. Nobody can identify Point B in real time and say that price...
For the average 401(k) investor, there are no good passive hedging strategies. Diversification is about the best you can do. There are funds...
The broad market took 25 years to recover from the 1929 crash. If you were lucky to hold certain individual stocks, you could have recovered...
However, an entirely possible scenario is the market drops 35%, you buy, it continues to drop to 50% from the high. The market then spends the...
Hedging always has a cost. To help offset these costs, Taleb used to support the idea of buying tbills/bonds, and using the interest income to pay...
The problem is, when breakouts start working and and when they stop working are randomly distributed through time. There is no way to causally...
Taleb has in the past recommended a barbell strategy to deal with these issues. That is, take no risk, and take enormous risk at the same time....
Have a look at some of the work by John Ehlers. However, I am not making a claim that his work will result in a positive expectancy trading method...
There are a million ways to define a trend in hindsight after one has begun. The problem is quantifying when a trend ends and when it begins in...
Indeed it does, and even guys with Nobel Prizes in Economics can't seem to get it right. Looking at you LTCM.
Yes, but if there is an inflection or discontinuity in the curve, Newton-Raphson will choke.
Calculation of implied volatility of Black Scholes using method of bisections. C++ in Finance (ba-odegaard.no) #include <cmath> #include...
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