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seen 13 hours ago

May
26
revised How are cryptography and speech recognition technology applied to forecasting financial markets?
added 383 characters in body
Mar
22
comment Risk Parity portfolio construction
You can offset some of the "diversification" (it's diversification only if the numbers hold during high stress periods) by raising the leverage on the low volatility assets.
Feb
14
awarded  Yearling
Jan
28
awarded  Nice Answer
Dec
30
answered True or False? An option's price will always be greater than or equal to its intrinsic value
Dec
22
awarded  Critic
Dec
9
comment Why is volatility mean-reverting?
@pteetor: In my previous edit, I forgot to provide links. Sorry, I simply forgot. I added some links in my second edit.
Dec
9
revised Why is volatility mean-reverting?
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Dec
4
revised Why is volatility mean-reverting?
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Dec
4
comment Why is volatility mean-reverting?
@pteetor: I added my response as an edit to my answer.
Dec
4
revised Why is volatility mean-reverting?
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Oct
25
accepted What procedure do leveraged ETFs use to limit losses?
Oct
25
revised What procedure do leveraged ETFs use to limit losses?
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Oct
21
comment In a covered call strategy, should I hold the call or sell/roll if the delta becomes too small?
You might want to show some quotes on a specific stock (with bid/ask quotes). Liquid options might give you one answer while illiquid options give another answer.
Oct
21
asked What procedure do leveraged ETFs use to limit losses?
Oct
20
answered How to price a volatility-index option?
Oct
11
revised How do earnings estimates respond to changes in underlying fundamentals and economic conditions?
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Oct
11
revised How do earnings estimates respond to changes in underlying fundamentals and economic conditions?
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Oct
11
revised How do earnings estimates respond to changes in underlying fundamentals and economic conditions?
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Oct
11
comment How do earnings estimates respond to changes in underlying fundamentals and economic conditions?
@Tal: As far as papers go... Until the blow up of 2000-2003, retail traders seemed to pay attention to analysts forecasts and recommendations. I haven't looked for papers documenting the die-off of that phenomenon, but from anecdotal evidence, it seems to be gone. It may now show up in a different form. I'll do some more looking and post anything I find.