Paul H. Lasky

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visits member for 3 years, 6 months
seen Feb 28 '11 at 16:12

Apr
24
awarded  Nice Answer
Jul
17
awarded  Taxonomist
Feb
10
awarded  Yearling
Sep
25
awarded  Self-Learner
Apr
4
awarded  Nice Question
Feb
26
comment How do you correct Max Draw-Down for auto-correlation?
I think I was misunderstood: all I am saying that with assets that exhibit autocorrelated returns, my limited experience has been that the autocorrelation condition can and does cease at some time, basically because I believe it is a temporary condition generally caused by heavy buying or demand. In these cases historical high maxdd's will not continue in the future.
Feb
25
answered How do you correct Max Draw-Down for auto-correlation?
Feb
10
answered Probability of touching
Feb
10
awarded  Teacher
Feb
10
answered How do you evaluate a covariance forecast?
Feb
10
awarded  Student
Feb
10
asked How do you correct Max Draw-Down for auto-correlation?
Feb
10
answered Probability of touching