PinnedFractional Empirical Motion In Monte Carlo ForecastsPhoto by Szabolcs Toth on UnsplashOct 21, 2023A response icon3Oct 21, 2023A response icon3
PinnedA galaxy of daily returnsIntra-portfolio correlation in drift-diffusion asset price modelsOct 11, 2023Oct 11, 2023
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PinnedN-day ahead stock return forecasting, with moment-like predictorsWith Excel examplesNov 28, 2023A response icon3Nov 28, 2023A response icon3
Heteroskedasticity: Easier to model with than to sayThe above H-word (we’ll just call it H here for brevity) means, loosely, that volatility changes over time. In our case here, we are…Jun 14Jun 14
Monte Carlo studies for your stock market assetsDirect from a browser!Jun 7A response icon1Jun 7A response icon1
