You and that damned hospital! At least it's minor surgery I guess. Going back to the Joint High low distribution, the Cumulative...
I can't see how the interpolation would be of any use because it's dependent upon the the knots that you use, so that's the actual important part....
I don't think the answer given is correct, because when finding the numerator you need to know the probability of hitting the high: p(high |.80...
When I get time I'll look at it mathematically. It will be a good excecise.
No, because each company will behave according to maestro's numbers in the long run (this is our "given" info). Sample size won't matter because...
"if any security is at 80% from it daily range." so are you saying that if the distance from the high and low is greater than 80%? "it has 90%...
The winding of a river is dependent not only on the flow of the water, but also the properties of the river banks as well. Also if there are...
I guess there's also a critical point in the thread where it becomes trashed as well. With regard to the chart Maestro posted, I don't know...
Think about applause in a large crowd. At what point is it obvious that this event (applause) is happening? From a single persons perspective how...
Thanks for the links! Other good stuff on subordination and SABR. I've done research on the changes of the distribution of returns for groups of...
Ising model looks interesting in dealing with discrete global behavior.
It can be proven if P(a)*p(b)=P(A intersect B) I don't believe this is something you can conclude on face value. By the way if you've ever...
You're asking if it has any value. The better question is, what is the oppurtunity cost of watching charts. I would rather read the tape than...
Hi Mike, Thanks for the thought experiment. When I first glimpsed at this thread I thought you were going somewhere else with the experiment...
I took a look at that paper and I could be wrong in my analysis, but the results seem trivial. The E[X|x>.5]= .75 assuming a Continuous uniform...
Markets do not always follow a random walk. There have been numerous studies that support this. There are other stylized facts that aren't...
you could hedge with other baskets. you can test when it's optimal to get out of the basket. you could model and assume price shocks as...
sampling error and everything that follows. how do portfolio managers deal with that type of risk? there are a few ways
The price generation models tht you use will generally determine your paradigm. So you first make sure you have the stylized facts covered and...
TS?.. marting... max. likelihood...
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