<t>can any body explain to me the definitions and the differences of and between SENTIMENT , MOMENTUM and TREND ?also what is the origin of each of these ? are they due to market inefficiencies or are they just an independent phenomenon ?also which are the mathematical models that are being used to ...

hi, i m interested in modelling equity and derivative prices in emerging markets where some of the assumptions of models like black-scholes might fail to hold. are there books or research papers that tackle these situations ?

<t>that infinite amount of samples is correct theoretically or else i refuse to believe that there is a 50% chance of a head or a tail i mean nobody has ever taken an infinite amount of samples for that as well.what u mean to say is that large enough samples need to be taken and that is correct. now...

please help me out by posting resources on game theory applied to the markets in any manner possible. any research papers or books or lecture notes or videos, anything at all will be helpful.thanks in advance

are there any substantial changes in the news releases after 6th edition ?

<t>dear outrun sir,although i know this is too much to ask from a menial noob quant, i would love to do anything associated with this and would be extremely happy if you could let me contribute in any small riskless way. i am a master's degree holder in mathematics and now more than just a beginner ...

<t>first of all the variance ratio tests that i am aware of are applied to log returns instead of prices because they work well only when the underlying distribution is assumed to be normal. Now i believe that if the ratio you have described is close to 1, this indicates that there is a random walk ...

<t>also zero autocorrelations imply independence if the underlying distribution is normal. also be careful when measuring correlations or autocorrelations. there are actually 2-3 different coefficients like kendall's or spearman's apart from the pearson's coefficient which you would have used. the o...

i would love to try and solve it for you. please do give me more details as to the exact form of the Levy measure you are talking about.

<t>An interesting study that I have been working on (but left unfinished) is to track algo'scan you please suggest some references to this in the form of books or papers or any web resources ? this sounds extremely interesting.also since you have experience on this can you also suggest what kind of ...

<t>alright here is the solution but please do follow with concentration as i am not good at typing this :first substitute u*x=tnow since u said that stock prices and probabilities,etc are involved, i am assuming that quantities are +ve here.so first we establish as to why should we have a maximum.he...

is there a proper way out to determine the upper and lower limits of a binomial model ? or is it just speculation and personal preference ? more importantly is it any use to study the discrete models in terms of applications ?thnkx

<t>aren't the smile/skew by definition derived from market traded options ? and that too under black scholes assumptions. so it has to be a specialized options exchange. also some people consider that smile/skew surfaces come due to no arbitrage in the options market. so if u dont have an options ma...

<t>The only thing i can suggest is a GARCH like model as these conditional heteroskedastic models were built to capture a phenomena like this that is in a an asset price, large volatility breeds large volatility at least for the short term and low volatility breeds low volatility. And a GARCH model ...

<t>are you sure that it was a genuine price move ? i mean two more possibilities arise :1. there is a flaw in the data released by the exchange2. the company hinted at a bankruptcy and then was saved by a messiah before end of day close.now in the first case no probability can fit into. the second i...