Holy crap that's the funniest thing I've read all day - did almost spill my coffee....
So's my niece's piggy bank
No until he gets his repo financing agreements approved by AMEX and Discover... He can't do more size since Visa won't bump his $500 line.
:) Friend - and you thought this guy's pulling your leg.... There was a thread from a while ago where bwolinksy tried to argue that he could...
Indeed.... and from what I've seen, IT guys do not usually make a good transition into those front office roles even if given the chance: too much...
.... interesting... if your wife worked in old ML, then she/you should realize that IT at a bank != finance job. Sure, you are paid better (for...
B.A. in Finance from Penn State (or some other equivalent place) < B.A. in Finance from Wharton (or some other equivalent place). The fact that...
Kind of ironic now, isn't it.... since you want to silence the critics of that loon
Oh christ in heaven... E[X*X] is the uncentered standard deviation, which is often used when the returns series offer unreliable estimates of the...
Wait... why should it be stable? Let's suppose (x/y) and (x/z) are both simple trend processes: (x/y) = t * a + e1 where t is the linear...
desired average return is just whatever you want your systems to return; That number comes entirely from you; and it's the easiest number to come...
If the problem you have is that the system with the higher sharpe ratio has a lower average return, then you can simply multiply the positions of...
You are wrong. He is right. Expectation Operator E[.] is NOT the same as mean - which is a sample estimation of population expectation E[.] You...
To be fair, braincell, it's frustrating. There are people (very few) here who knows what they are talking about and don't mind joining a...
You realize this was in reply to the OP's INITIAL question, "What is the probability that the next (6th) day will be +10 (average daily) for...
I hope you realize that kut2k2 is a crank, right? He regularly pose as an expert in subjects he has no real understanding of - For example,...
The market knows not which of the 22-dimensional corner north-east is. That is the first mistake of the new trader, his pursuit of what is rather...
Hershey is the most fascinating thing about ET: To anyone who actually knows all the terms he uses (ie, Gaussian): he's a prima facie lunatic...
There has also been margin requirements attached to CDS's. As for when it's going to happen - we'll chalk that up to when 'when will it be...
Because CDS started live as an OTC contract; CDS and Swaps moving to a central clearing model is what's currently going on;
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