network profile
| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 6 months |
| seen | Apr 9 at 6:58 | |
| stats | profile views | 98 |
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Apr 13 |
awarded | Yearling |
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Jan 30 |
awarded | Nice Question |
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Jan 30 |
comment |
How to detect structural breaks in variance? that's what i was looking for! thank you! if you add an answer I will accept it. |
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Dec 10 |
awarded | Popular Question |
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Dec 7 |
awarded | Popular Question |
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May 26 |
awarded | Scholar |
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May 26 |
accepted | How to calculate the weight of the stocks using the linear regression? |
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May 25 |
comment |
How to calculate the weight of the stocks using the linear regression? @chrisaycock thank you for downvote. |
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May 25 |
comment |
How to calculate the weight of the stocks using the linear regression? I need to understand how many stocks I need to buy or sell (it is not the point now ... the type of the trade). Know the coefficients are how many trade I need to buy for each A, but i can't buy 0.0041 stocks. So the question is how can I bring these numbers to the real trading number of stocks. |
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May 25 |
comment |
How to calculate the weight of the stocks using the linear regression? Yes I know what the linear regression does, but with this question i'm asking how can apply the coefficients to my trades, I do a stupid example..... as you saw I have these coefficients: (0.030570 -0.004095) The question is that I can buy or sell 0.03 or 0.004 of a stock, I can but 1 2 3 4 etc etc stocks i can easily calculate the weight if i do a linear regression with two stock, mod = lm(a~b+0) but in this case i have 2 stocks (on the right) so what is the hedge ratio of this spread? I would like to know something like: A: 1 - B: 20 - C: 30 |
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May 25 |
asked | How to calculate the weight of the stocks using the linear regression? |
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Dec 9 |
awarded | Tumbleweed |
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Dec 3 |
comment |
How to balance two Forex crosses correctly to do a linear regression? @Bootvis If I use the returns series I think that the coefficients of the linear regression will be "wrong", I mean, If I use returns instead of the procedure above I could get different returns BUT with the same "move" (the same number of pips)...so when I will look at the coefficients of the linear regression, I can't use the coefficient AS multiplier for lots. No? |
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Dec 3 |
revised |
How to balance two Forex crosses correctly to do a linear regression? edited tags |
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Dec 3 |
asked | How to balance two Forex crosses correctly to do a linear regression? |
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Nov 28 |
comment |
How to detect structural breaks in variance? is there not a method that I can use with R ? |
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Nov 28 |
asked | How to detect structural breaks in variance? |
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Nov 14 |
comment |
How to check if a timeseries is stationary? @richardh what tests are you referring to? (about coefficients testing) |
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Nov 14 |
comment |
How to check if a timeseries is stationary? @SRKX why do I have to detrend the series? I think unit root test already do that, no? |
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Nov 14 |
comment |
How GARCH/ARCH models are useful to check the volatility? I do not see you in chat, let me know |
