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Paul H. Lasky

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visits member for 2 years, 3 months
seen Feb 28 '11 at 16:12
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251 reputation
 bio website visits member for 2 years, 3 months
14 badges
 location seen Feb 28 '11 at 16:12
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4 Answers

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9
 Probability of touching
4
 How do you correct Max Draw-Down for auto-correlation?
2
 How do you evaluate a covariance forecast?
0
 Probability of touching

251 Reputation

+45 How do you correct Max Draw-Down for auto-correlation?
+30 How do you correct Max Draw-Down for auto-correlation?
+80 Probability of touching
+10 How do you evaluate a covariance forecast?
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1 Question

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17
 How do you correct Max Draw-Down for auto-correlation?

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option-pricing × 2
4
performance × 2
9
probability × 2
4
auto-correlation × 2
6
statistics × 3
2
covariance
4
returns × 2
2
forecasting
4
sharpe-ratio × 2

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Quantitative Finance Stack Exchange Quantitative Finance 251 rep 14

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