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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Feb 28 '11 at 16:12 | |
| stats | profile views | 31 |
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Feb 10 |
awarded | Yearling |
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Sep 25 |
awarded | Self-Learner |
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Apr 4 |
awarded | Nice Question |
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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. |
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Feb 25 |
answered | How do you correct Max Draw-Down for auto-correlation? |
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Feb 10 |
answered | Probability of touching |
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Feb 10 |
awarded | Teacher |
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Feb 10 |
answered | How do you evaluate a covariance forecast? |
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Feb 10 |
awarded | Student |
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Feb 10 |
asked | How do you correct Max Draw-Down for auto-correlation? |
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Feb 10 |
answered | Probability of touching |
