montyhall
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 Dec10 awarded Commentator Dec10 comment Monty Hall Model Your assuming that manager A is an agent of Monty Hall (all knowing), and has exposed a goat behind door number 1, which is a long position. The flat position is not a viable option as you stated there is a breakout due on Tuesday, so you can eliminate it (but do you reassign the probability weight, and if so to what?). So you assume that long positions are goats, and you take the short position. Nov19 comment Proxy for a trigonometric angle function @chrisaycock I need a function that will capture the estimation of the Hurst exponent without using the linear regression slope calculation. Nov19 comment Proxy for a trigonometric angle function tks, and I was thinking that this might be the wrong forum for this Q. I don't see that I have control over deleting my post. Nov19 comment Proxy for a trigonometric angle function @chrisaycock Time based financial calculation that requires a slope calculation are suspect. I'm looking for a stable/robust representation for the slope component of the slope-intercept form. Angle calculations using market data are nefarious to work with, as market compression rescales nonlinear. I'm working with the Hurst exponent, it utilizes the slope-intercept form to characterize the market. Nov19 asked Proxy for a trigonometric angle function Nov13 awarded Organizer Nov13 revised Optimal Position Size with Transaction Costs given Forecast Mean and StDev edited tags Nov13 revised Optimal Position Size with Transaction Costs given Forecast Mean and StDev edited tags Nov8 awarded Supporter Nov8 revised Hurst Exponent Calculation typo error Nov8 comment Hurst Exponent Calculation I just started calculating the Hurst exponent a few days ago using OpenOffice. I've been looking for examples as well to help me finish it, no luck so far. Post your study if your able, it will help me, and maybe someone can make the necessary corrections? Nov8 suggested approved edit on Hurst Exponent Calculation Nov5 revised How do you synthesize a probability density function (pdf) from equally weighted price data? edited tags Nov3 comment Can the Hurst exponent be greater than one? Testing software to estimate the Hurst exponent can be difficult. The best way to test algorithms to estimate the Hurst exponent is to use a data set that has a known Hurst exponent value. Such a data set is frequently referred to as fractional brownian motion (or fractal gaussian noise). As I learned, generating fractional brownian motion data sets is a complex issue. At least as complex as estimating the Hurst exponent. bearcave.com/misl/misl_tech/wavelets/hurst/index.html Nov3 revised Can the Hurst exponent be greater than one? added 3686 characters in body Nov3 answered Can the Hurst exponent be greater than one? Nov3 answered Can the Hurst exponent be greater than one? Nov3 comment How do you synthesize a probability density function (pdf) from equally weighted price data? @AlexeyKalmykov I don't have enough credits to use the chat room to directly ask for help. FAQ does not address how a new member should respond. Some one voted that there is an answer to my question, there is only a good suggestion (one that I'm working on tks!). How do I change to not ans? I'm looking for a method of how to create a (pdf) utilizing density estimation with real world price data. Since the question has been answered, should I resubmit my problem, but with a different title and I'll included the knowledge gained from vanguard2k with a slightly different angle and questions? Nov3 awarded Student