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by AdverseSelector
August 18th, 2011, 6:09 pm
Forum: Trading Forum
Topic: Capital structure arbitrage: common and preferred stock
Replies: 1
Views: 20323

Capital structure arbitrage: common and preferred stock

<t>Hi,I'm in the process of writing my Bachelor's thesis, and I would like some feedback on the following idea:Constructing a pairs trade with the common and preferred stock of the same company. For pretty much every company I've looked at so far, the price movements of the common and preferred stoc...
by AdverseSelector
August 18th, 2011, 6:57 am
Forum: Programming and Software Forum
Topic: Backtesting pairs trading algorithm in R
Replies: 1
Views: 21490

Backtesting pairs trading algorithm in R

<t>Hello,Being new to R, I'm hoping to get some tips on how to write a simple algorithm for testing a pairs trading strategy in R. What I have: several sets of pairs of daily closing prices, each pair covering a period of 10-20 years. What I would like to do: use the ratio of the prices of a pair as...
by AdverseSelector
August 9th, 2011, 5:05 am
Forum: Off Topic
Topic: finally, a use for statistics
Replies: 8
Views: 17234

finally, a use for statistics

<r>Reminds me of this story: <URL url="http://www.wired.com/magazine/2011/01/ff_lottery/all/1">http://www.wired.com/magazine/2011/01/ff_lottery/all/1</URL>. This guy was also a statistician (with degrees from MIT and Stanford). Apparently, for some brands of scratch lottery tickets you can tell if a...
by AdverseSelector
June 21st, 2011, 5:28 pm
Forum: Careers Forum
Topic: Suggestions for UG thesis topic?
Replies: 1
Views: 19441

Suggestions for UG thesis topic?

<t>Hello,Here's the scoop: me and my friend are doing a (3 year European) Bachelor's degree in Business & Economics (specialization in finance) alongside our main studies, which are in mathematics. We will be writing our econ thesis together next semester, and we would like to write about some t...
by AdverseSelector
April 28th, 2011, 6:13 am
Forum: Book And Research Paper Forum
Topic: Shiryaev - second or third edition?
Replies: 1
Views: 23677

Shiryaev - second or third edition?

<t>Hello,I wonder the following:Does anyone here know the difference between the second and third ("Vol. 2") edition of Shiryaevs Probability, other than the info given at Amazon? Since the third edition is also called volume 2, I'm wondering if its still the same (+additional) content, or if a whol...
by AdverseSelector
January 20th, 2011, 8:44 pm
Forum: Book And Research Paper Forum
Topic: Recommendations for proof-heavy multivariable calculus book?
Replies: 7
Views: 24123

Recommendations for proof-heavy multivariable calculus book?

<t>Thanks for the tips so far.The literature for the course is a 400-page softcover (or really, 400 A4-pages bound together) written by a couple of mathematicians at the university, and it's about 25 years old. It's fairly rigorous, but I always like to get more than one explanation and interpretati...
by AdverseSelector
January 19th, 2011, 7:59 pm
Forum: Book And Research Paper Forum
Topic: Recommendations for proof-heavy multivariable calculus book?
Replies: 7
Views: 24123

Recommendations for proof-heavy multivariable calculus book?

<t>n-dimensional real space - it's for my first course in multivar, but it is a fairly proof-heavy course. From the course outline, integration seems to be the key area, but otherwise, I just want to get familiar with the basic stuff, and give myself solid standing before heading on to mathematical ...
by AdverseSelector
January 19th, 2011, 12:00 pm
Forum: Book And Research Paper Forum
Topic: Recommendations for proof-heavy multivariable calculus book?
Replies: 7
Views: 24123

Recommendations for proof-heavy multivariable calculus book?

Hello,I'm looking for a multivariable calculus book with a focus on proofs - amount of exercises are not of importance, but good explanations and good proofs are. Do you have any recommendations?Cheers
by AdverseSelector
August 15th, 2010, 7:21 pm
Forum: Off Topic
Topic: why would anybody study journalism?
Replies: 42
Views: 25776

why would anybody study journalism?

<t>At least journalism has some connection to actual jobs. Consider "Gender studies" for a minute. There are degrees in this field. Do you really need an education to be a (zealot) feminist? What's the use of these people? A degree like that probably makes a person less attractive for any normal job...
by AdverseSelector
July 22nd, 2010, 3:40 am
Forum: Economics Forum
Topic: Economics books
Replies: 10
Views: 34755

Economics books

<t>QuoteOriginally posted by: barnyThanks guys, particularly farmer, a very insightful reply. I guess I've been thinking about economics all wrong then. I guess it really is about this airy-fairy "idea" stuff with lots of talking attached. From a maths/physics background, it seems second nature to m...
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