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comment Tools/R-code to create gain/loss-asymmetry plots
Could you please elaborate on this because I don't quite see how this could help - Thank you
Jul
30
awarded  Popular Question
Jul
30
revised Tools/R code for predicting Dragon-Kings
edited tags
Jul
30
comment Why do stocks fall so quickly? Technical explanations
If you found one of the answers helpful it would be great if you could upvote and accept it - Thank you :-)
Jul
30
revised How is stock data objectively different to this random walk?
added 121 characters in body
Jul
30
revised Tools/R-code to create gain/loss-asymmetry plots
added 35 characters in body
Jul
30
asked Tools/R-code to create gain/loss-asymmetry plots
Jul
29
asked Gain/loss-asymmetry in artificial financial markets?
Jul
26
asked Long-term proportion of convex and concave strategies in artificial financial markets
Jul
22
comment New ways of communicating risk
@BobJansen: I am voting to delete this post, it is not helpful at all!
Jul
21
comment Leverage on ETF the same effect as on portfolio?
Welcome to Quant.SE! Please give an answer to your own question then.
Jul
18
awarded  Good Question
Jul
18
comment Why square root of volatility in Heston model?
In the Heston model you have the square root of variance, not volatility (like in Geometric Brownian motion, but here variance is stochastic too) - please clarify the question. Thank you.
Jul
15
revised Programmer new to the quant world - learning material request
edited tags
Jul
15
comment Programmer new to the quant world - learning material request
see also quant.stackexchange.com/questions/431/… and quant.stackexchange.com/questions/3/…
Jul
13
comment Fama French model-small market beta (weird)
@Larisa: What I mean is. Are the betas you calculated based on Fama French the same based on CAPM?
Jul
12
awarded  Enthusiast
Jul
10
comment List of momentum indicators
If one of the answers was helpful it would be great if you could accept it - Thank you :-)
Jul
10
comment How to adapt a Moving Average period to market conditions?
...and answers that just say: google something and 'I have seen some papers' are frowned upon in this community.
Jul
10
comment How to adapt a Moving Average period to market conditions?
Even in random time series you have more 'trends' than you would believe intuitively. Trend following works when there are these 'trends' but fails in all other market environments. See this paper: frankfurt-school.de/clicnetclm/…