Ryogi
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 Oct 29 comment Using alpha to evaluate trading strategy Whether is matters or not depends on what question are you interested in answering using this model. Oct 29 reviewed Reviewed Probability Density of Returns of Bonus Certificates Oct 29 reviewed Reviewed Why does the minimum variance portfolio provide good returns? Oct 29 reviewed Reviewed Volatility models using Rugarch Oct 29 answered Volatility models using Rugarch Oct 29 reviewed Reviewed forward- and backward adjusting stockprices Oct 29 comment forward- and backward adjusting stockprices Maybe you should try do describe an example in full detail. In doing so, edit your own question instead of adding a comment. Oct 29 awarded Custodian Oct 29 reviewed Reviewed Conditional or unconditional volatility? Oct 29 reviewed Approve Where can I find exercises on building a project finance spreadsheet? Oct 29 reviewed Edit Where can I find exercises on building a project finance spreadsheet? Oct 29 revised Where can I find exercises on building a project finance spreadsheet? changed URL to a link Oct 22 comment Connections between random walk and heat equation (Material for ~) Einstein's derivation of the diffusion equation is really intuitive. I can't find a good ref right now... Oct 21 reviewed Approve Calculating the right portfolio(position size for each leg) in a Long/Short Strategy Oct 21 answered Alternative liquidity measures Oct 16 revised Are two identical time series cointegrated? clarified relevance to the question posed by OP Oct 16 comment Are two identical time series cointegrated? No, using vs not-using qualifiers in a technical discussion is not an objective thing. Oct 16 comment Are two identical time series cointegrated? More importantly, since the cointegrating linear combination in this case requires $\alpha = -\beta$, the conclusion that $(\alpha + \beta) X$ must be stationary does not lead to any contradiction as $\alpha + \beta$ equals zero and $X$ could be anything. Oct 16 comment Are two identical time series cointegrated? You didn't use any quantifier in the original answer. That's wrong. Using some is acceptable. A mathematical text would state that there exist $\alpha$ and $\beta$ such that $\alpha X + \beta Y$ is stationary. Oct 13 awarded Yearling