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| bio | website | |
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| age | ||
| visits | member for | 2 years, 4 months |
| seen | 3 hours ago | |
| stats | profile views | 144 |
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Apr 19 |
revised |
Multiple comparison problems added 122 characters in body |
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Apr 19 |
revised |
Multiple comparison problems added 2601 characters in body |
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Apr 18 |
comment |
Multiple comparison problems Thanks, I'll take a look. Even though this question uses technical analysis examples, this isn't really a technical analysis issue. It came up because of optimization (essentially data mining) of a production/inventory problem. I'll modify the question to be more specific. |
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Apr 18 |
asked | Multiple comparison problems |
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Apr 17 |
revised |
Mean reverting Indicator added 495 characters in body |
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Apr 16 |
comment |
Mean reverting Indicator I would run the numbers before you believe that the VIX is "forward looking". The VIX has its uses, but "forward looking" isn't one of them. |
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Apr 16 |
answered | Mean reverting Indicator |
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Apr 16 |
comment |
Most successful investors using academic-based framework? Asness also got bit in the late 1990's when everyone and their monkey bought tech stocks. Asness was short garbage and long stable worthwhile companies. Everyone/their-monkey thought they'd get rich on stocks. They had no clue about what they were doing, but the herd was big enough that as they bought tech garbage, they sucked money out of worthwhile stocks. Asness was on the wrong side at exactly the right time. It turns out that he was right, but for a while he really looked wrong. My point? Quant funds can't be "future neutral" or in this case, "idiot/monkey neutral". |
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Apr 16 |
answered | Most successful investors using academic-based framework? |
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Apr 15 |
comment |
Forward Adjusting Stock Prices? @user749: I added Edit 2 to my above answer. |
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Apr 15 |
revised |
Forward Adjusting Stock Prices? added 1998 characters in body |
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Apr 15 |
comment |
Forward Adjusting Stock Prices? @user749: I added an edit to my above answer. I used the GE data so you can do the same calculations. |
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Apr 15 |
revised |
Forward Adjusting Stock Prices? added 1607 characters in body |
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Apr 15 |
revised |
Forward Adjusting Stock Prices? added 645 characters in body; added 4 characters in body |
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Apr 15 |
answered | Forward Adjusting Stock Prices? |
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Apr 15 |
comment |
Forward Adjusting Stock Prices? The reason that I asked about the source is to determine if you're getting a split adjusted close, split/dividend adjusted close, or just a "print close". The calculations depend on the type of close. The reason that I asked about the type of software is that it's easier to just provide the code as the answer (which we can all test/try/fix) rather than a description of the answer. If it's Excel or R, I might be able to help. If it's Python, Matlab, or something else, someone else could probably help. |
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Apr 15 |
comment |
Forward Adjusting Stock Prices? Are you using Excel, R, or something else for the calculations? What is your data source, Yahoo? |
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Apr 10 |
revised |
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? added 167 characters in body |
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Apr 10 |
answered | Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? |
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Apr 6 |
answered | data on historical stock price of bankrupt companies |
