i understand what you mean. what i was saying is that i am imagining a monte carlo simulation, starting from today, with 1000 runs. in 1 run, if...
i thought it was buy high sell low :D
the important thing here is getting the degree. whether it pertains to what you want to do - you can spin it when you are doing on campus recruiting
if the put is priced correctly (ie, fat tails, volatility smile, etc) then the price of the put is the expected payoff of the put at expiration in...
not the traditional definition of a scalper.... also, that's why research reports are almost always useless. too much conflict of interest.
dude, never knew being a guru can be so profitable.
why do people always concentrate on the dollar amounts. it misleads. if you earn $500 by risking $1m, then the return really sucks. Might as...
its never over until the fat lady sings
LOL :D
if you go into prop trading, it is hard to get into an i-bank. without a degree, it is impossible.
yes. what field in science?
here we go again trading vs gambling. it depends on the meaning of gambling. to some people, it is literally what it is: putting money in a...
the main problem with TA is that many off the shelf "indicators" were formulated by people that are not sophsiticated in stats, prob, etc. I...
looks like wealth-lab output. the only thing is that ETFs are hard to borrow, and hence short.
actually, after reading his post i would have to disagree. his research looks very much like baynesian prob. nice
surfer, since you are believe so strongly there are no such things as trends, how do you trade and what? also, im' interested to hear why you...
in my opinion, CMT and CFA do not really go together. CFA is traditionally for sell side or buy side equity research or portfolio managers. CMT...
Fair, but maybe you should include some element of stochastic volatility like some model of volatility like GARCH, etc.
Yes, price persistance exists. simply do a lag 1 regression. further, back to the coin flipping example. it is helpful to think of it in...
That is actually very interesting. I might program something to screw with those other programs. ahahha
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