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visits member for 3 years, 7 months
seen Oct 30 at 12:58

Oct
8
accepted How does Volatility Pairs Trading work?
Aug
18
comment How does Volatility Pairs Trading work?
Ok I got it, thanks for the response. No harm intended, I was merely trying to get an answer to something that's been frustrating me for a while. I'll remove it from NP. I did get an answer to my question on another message board, what's the proper etiquette in this situation? Should i remove from here also? or should i post a link to the answer on the other board as well. Thanks for informing me, i only post sparingly, won't do this again without disclosure going forward.
Aug
18
comment How does Volatility Pairs Trading work?
is cross posting frowned upon on message boards? i'm just trying to use all resources available to get an answer. If it is i'll remove.
Aug
16
asked How does Volatility Pairs Trading work?
Jun
21
awarded  Famous Question
Apr
7
awarded  Popular Question
Aug
2
awarded  Notable Question
Sep
18
awarded  Notable Question
Aug
23
awarded  Popular Question
May
1
accepted Stock Price Behavior and GARCH
Apr
30
revised Stock Price Behavior and GARCH
added 6 characters in body
Apr
30
comment Stock Price Behavior and GARCH
Bob, your assumption is correct. That is exactly what I was asking! Thanks!
Apr
30
asked Stock Price Behavior and GARCH
Mar
21
awarded  Popular Question
Sep
23
awarded  Nice Question
Sep
18
accepted How to identify technical analysis chart patterns algorithmically?
Sep
15
asked How to identify technical analysis chart patterns algorithmically?
Jul
15
comment How to calculate expected return based on historical data for Mean Variance Analysis
@RockScience, thanks again for the info, very helpful! Sorry if these questions are basic, but I'm trying to understand what the different techniques for forecasting returns are and what those calculations would look like. Is there maybe one you could send me a link to or refer me to a book. The books i've been reading on portfolio theory mentions how the expected rate of return is used but I don't see anywhere in the content where they give examples of how to calculate this. They'll simply list out with returns and probabilities of those returns, but i'd like to see the calculations.
Jul
15
asked Market Data For Project
Jul
11
comment How to calculate expected return based on historical data for Mean Variance Analysis
@RockScience: yes, i've heard the same question asked many times, and have seen in many texts the pitfalls of relying on past returns to estimate future earnings. Although i'm aware of some of these pitfalls, i'm just getting started in this field and so having an understanding of some of the techniques, even if out of fashion, gives me something to cut my teeth on. While we're on the topic though, do you know of any good resources (links, books, etc.) that discuss how to forecast returns? Is that the type of problem time-series analysis would be used for?