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by figarch
May 26th, 2003, 5:26 pm
Forum: Technical Forum
Topic: style analysis, question...
Replies: 6
Views: 190442

style analysis, question...

<t>strange is your remark...in a first time, i was agree with you, but now,...i've done a run test, a von newman test and a turning point test, same results...they seemed to be independant...may be because my data are monthly, or, i don't, know...strange is it...because i've a lot of variables...???...
by figarch
May 8th, 2003, 6:19 am
Forum: Technical Forum
Topic: style analysis, question...
Replies: 6
Views: 190442

style analysis, question...

<t>well...for a index fund, that's sure...but, if we'd like to buy a pure fund, that is, which is invested in only one sector, like "or", "biotechnology", is it not interesting to know that it is a really pure fund...???...another thinking, if we categorize all the funds with this mean, can we imagi...
by figarch
May 7th, 2003, 9:32 pm
Forum: Technical Forum
Topic: style analysis, question...
Replies: 6
Views: 190442

style analysis, question...

<t>i'd like to know if some of U have even touch this, ie, style analysis...i'used it, i found this pretty funny, and not too stupid...but what about doing a categorisation with it, ie, say that a fund is like a bond, from the united states, with other attributs...or, another fund is a pure fund, be...
by figarch
October 29th, 2002, 6:43 am
Forum: Programming and Software Forum
Topic: software for beginners
Replies: 5
Views: 190455

software for beginners

<t>well, lots of people use matlab, mathematica for the options or splus...but, what about to gauss from aptech...???it's small (not need 600mega), fast and easy too use...3 lines of codes and it can be piloted by excel...all the more as lots of code are present from the web...i've try matlab, mathe...
by figarch
August 2nd, 2002, 9:29 am
Forum: Student Forum
Topic: Malliavin Calculus
Replies: 43
Views: 195177

Malliavin Calculus

<t>QuoteOriginally posted by: Vincent<blockquote>Quote<hr>it's in french, that true, but nicely explicated, whith lots of examples on pricing greeks...and, it's free...<hr></blockquote>I can't read French. Could we ask the author for English version?i'm affraid, no...because, they're student from th...
by figarch
July 24th, 2002, 5:25 am
Forum: Student Forum
Topic: Malliavin Calculus
Replies: 43
Views: 195177

Malliavin Calculus

<r>Hi everybody,for all the people who wants to know malliavin calculus, there is a good working paper here:<URL url="http://gro.creditlyonnais.fr/content/wp/malliavin.pdfit%27s"><LINK_TEXT text="http://gro.creditlyonnais.fr/content/wp ... in.pdfit's">http://gro.creditlyonnais.fr/content/wp/malliavi...