Ralph Winters

644 reputation

bio	website	linkedin.com/in/ralphwinters
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visits	member for	2 years, 2 months
	seen	Mar 29 at 1:44
stats	profile views	30

	644 reputation	bio	website	linkedin.com/in/ralphwinters	visits	member for	2 years, 2 months
27 badges		location			seen	Mar 29 at 1:44

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Mar 31	comment	Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio? Do you have a specific link?
Mar 30	answered	Time-series similarity measures
Mar 30	asked	Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio?
Mar 28	answered	How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
Mar 20	awarded	Critic
Mar 20	comment	Can the futures market's open interest predict commodity, treasury, and equity returns? I'm thinking that some of the assumptions in the paper need to be tested more, since the hypothesis of open interest does seem counter intuitive. Possible the excess returns were due to the (very) higher open interest setups signaling sharp selloffs in the correct directions, and their may also be more of a sampling bias involved, but it's hard to tell
Mar 20	comment	Keeping a track record honest I don't think so. You would probably be better off going with some of the other options suggested.
Mar 20	answered	Keeping a track record honest
Mar 20	revised	Can the futures market's open interest predict commodity, treasury, and equity returns? suggested by richardh
Mar 20	comment	Can the futures market's open interest predict commodity, treasury, and equity returns? @chrisaycock - I think "horribly misguided" is a bit strong. But obviously the group is not with me on this one, so I'll vote to close.
Mar 20	comment	Can the futures market's open interest predict commodity, treasury, and equity returns? Thank you for your comment. I rephrased my question.
Mar 20	revised	Can the futures market's open interest predict commodity, treasury, and equity returns? added 167 characters in body; added 22 characters in body; deleted 2 characters in body; added 10 characters in body
Mar 19	answered	Using Black-Scholes equations to “buy” stocks
Mar 18	awarded	Scholar
Mar 18	accepted	Do low volatility stocks outperform high volatility stocks over the long run?
Mar 18	answered	Seeking Historical Non-Finance Datapoints for Backtesting
Mar 18	asked	Can the futures market's open interest predict commodity, treasury, and equity returns?
Mar 18	answered	Cluster analysis vs PCA for risk models?
Mar 18	answered	When to shut down a trend following strategy?
Mar 13	comment	Do low volatility stocks outperform high volatility stocks over the long run? +1 Looks like low turnover low beta portfolios outperform S&P