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Nov
30
comment Error using ghyp-distribution function
I am using R version 3.1.3 (2015-03-09), Smooth Sidewalk - you better go to stackoverflow - maybe they know about compatability issues.
Nov
30
revised Intuitive explanation of stochastic portfolio theory
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Nov
28
answered Error using ghyp-distribution function
Nov
28
comment Error using ghyp-distribution function
I can not install the package at the moment as there is a time out (?) for this package and its dependencies (installing other packages works ..) did you check the properties of fitted? if smi.stocks is multivariate, can you calibrate it with one call? I doubt that. So check all data and objects using print() or head().
Nov
28
revised Is there a python code for estimating the parameters of geometric brownian motion?
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Nov
28
comment Is there a python code for estimating the parameters of geometric brownian motion?
What do you do with the sample paths? If you want to study path properties then maybe you study $P$ the physical measure. see my edit.
Nov
28
comment Error using ghyp-distribution function
I'm voting to close this question as off-topic because see comment.
Nov
28
comment Error using ghyp-distribution function
this fits at most to stackoverflow as it is purely a coding question.
Nov
28
answered Is there a python code for estimating the parameters of geometric brownian motion?
Nov
25
awarded  Tumbleweed
Nov
20
comment Seasonality of Securities & Dummy Variable Regression Analysis
This is really unclear and you should use latex ... to make the equations more readable. Code enviromnets for R code could be useful too ...
Nov
19
comment For a Fama-Macbeth regression , How does one predict the returns based on the model?
Please add the formula or at least a reference ... what are the Lambdas?
Nov
18
asked Min-VAR portfolio construction in a universe of dividend stocks - choosing the observation period
Nov
18
revised How to get to this answer on Macauley duration?
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Nov
16
accepted Intuitive explanation of stochastic portfolio theory
Nov
14
comment Intuitive explanation of stochastic portfolio theory
Yes and if I rewrite your expression then we come back to the (stochastic) geometric mean. But it is more straight forward. Thank you.
Nov
13
revised Intuitive explanation of stochastic portfolio theory
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Nov
12
revised Intuitive explanation of stochastic portfolio theory
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Nov
12
answered Intuitive explanation of stochastic portfolio theory
Nov
12
revised Intuitive explanation of stochastic portfolio theory
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