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by admatuszak
February 18th, 2010, 12:43 am
Forum: Economics Forum
Topic: higher correlation between Indu Index and shcomp index
Replies: 14
Views: 46353

higher correlation between Indu Index and shcomp index

<t>The Treasury released the international capital data yesterday. It spawned a lot of chatter about the Chinese government starting to dump US bonds. My belief is that this--in the short term--not a realistic scenario. Given the country's large current account surplus and its committment to pegging...
by admatuszak
February 15th, 2010, 8:58 pm
Forum: Numerical Methods Forum
Topic: Open Call to Collaborate on MPT Application
Replies: 0
Views: 31791

Open Call to Collaborate on MPT Application

<r>I'm looking for anyone that would like to collaborate / review material for a series on Modern Portfolio Theory. After a lot of searching, I haven't found a good practical guide for non-quants applying MPT. (I do know some guides exist, but I think they leave room for improvement.) My objective i...