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seen Mar 29 '13 at 1:44

Mar
31
comment How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
Good point. However if the OP is versed in Monte Carlo simulation, she is not a beginner, and she can make any assumptions she wishes regarding IV, interest rate etc. and let the model run. The only real constraint is time.
Mar
31
revised better estimator of volatility for small samples
spelling
Mar
31
answered better estimator of volatility for small samples
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?