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seen Oct 24 at 12:02

Oct
23
comment What is the formula for beta weighted delta and gamma?
By beta weighting I mean, using the beta of the underlying stock to use with the individual options that make up a portoflio to come up with a delta of entire portfolio.
Oct
22
asked What is the formula for beta weighted delta and gamma?
Oct
10
awarded  Supporter
Oct
10
accepted How can I quantitatively test the validity of momentum indicators?
Dec
20
awarded  Popular Question
Jun
24
awarded  Scholar
Jun
21
comment How can I quantitatively test the validity of momentum indicators?
@RockScience good point, another test would be to see if indicator shows any difference compared to random sample. So what we are saying is that if we believe stocks follow random walk, then maybe momentum is equal to short term drift.
Jun
20
awarded  Student
Jun
20
asked How can I quantitatively test the validity of momentum indicators?