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by Hills1234
October 16th, 2012, 7:44 am
Forum: Technical Forum
Topic: Simulating different regimes
Replies: 3
Views: 10280

Simulating different regimes

<t>Hello edouard,Discrete. I've been thinking about this a bit....I think a simple suggestion would be to use a simple AR model. A trending regime could be represented by an AR(1) model with lag coefficient set to 0.7, say. This would essentially mean successive upward/downward movements are generat...
by Hills1234
October 12th, 2012, 9:20 am
Forum: Technical Forum
Topic: Simulating different regimes
Replies: 3
Views: 10280

Simulating different regimes

Hi,Does anyone have any experience/knowledge of simulating prices under different regimes? The regimes I am mainly looking at are ranging and trending.Thank you
by Hills1234
May 17th, 2012, 12:00 pm
Forum: Careers Forum
Topic: "Large, complex and noisy data sets"
Replies: 6
Views: 13553

"Large, complex and noisy data sets"

<t>Hi guys,I often see on job specs that they are looking for candidates who have worked with "large, complex and noisy data sets", How large? What are typical dimensions? What fields are within the data set? Bid/Ask Price, Volumne obviously...what else? And what do they mean by complex and noisy? A...
by Hills1234
March 11th, 2012, 8:06 pm
Forum: Technical Forum
Topic: Copula - Goodness of Fit Testing
Replies: 11
Views: 17326

Copula - Goodness of Fit Testing

Good idea...thanks
by Hills1234
March 6th, 2012, 8:58 am
Forum: Trading Forum
Topic: Brokers with low commission costs
Replies: 6
Views: 23191

Brokers with low commission costs

Thanks but how much do they charge?
by Hills1234
March 5th, 2012, 8:25 am
Forum: Technical Forum
Topic: Copula - Goodness of Fit Testing
Replies: 11
Views: 17326

Copula - Goodness of Fit Testing

<t>Ok Thanks. Although, what you have recommended is not a recognized GoF test...I think I'll go about it by conducting simulation studies and then assessing statistics such as Type I error and Type II error. This would help me determine whether in fact this dimension reduction method of hypothesis ...
by Hills1234
March 4th, 2012, 5:40 pm
Forum: Trading Forum
Topic: Brokers with low commission costs
Replies: 6
Views: 23191

Brokers with low commission costs

<t>Hi guys,I buy and sell stocks on probably a monthly basis. And I'm using TD Investing as my broker at the moment. They charge £12.50 per trade but £8.95 if you make a certain number of trades over the last few months. But now thinking about trading on a more frequent basis perhaps weekly. Does an...
by Hills1234
March 2nd, 2012, 1:07 pm
Forum: Technical Forum
Topic: Copula - Goodness of Fit Testing
Replies: 11
Views: 17326

Copula - Goodness of Fit Testing

Thanks...that makes things clearer. Did you think of this, off the top of your head?...Or is this something which has been used extensively in literature?
by Hills1234
March 2nd, 2012, 9:03 am
Forum: Technical Forum
Topic: Copula - Goodness of Fit Testing
Replies: 11
Views: 17326

Copula - Goodness of Fit Testing

<r>Thanks for the reply but not quite sure what you mean....could you be a bit more specific?I have been looking around. There does exist the Probability Integral Transform (PIT), which is often used in multivariate goodness of fit tests. The idea is to transform the data first using the PIT under m...
by Hills1234
March 1st, 2012, 9:58 am
Forum: Technical Forum
Topic: Copula - Goodness of Fit Testing
Replies: 11
Views: 17326

Copula - Goodness of Fit Testing

<t>Hello,I have a high dimensional dataset...it is a 250 by 58 matrix of uniform observations. I have fitted various copula models to it including Student T, Gaussian, Archimedean, Vine copulas, etc. Now I would like to assess the fit. I have obtained the classical measures of fit such as Log-Likeli...
by Hills1234
March 20th, 2011, 12:25 pm
Forum: Programming and Software Forum
Topic: Matlab webinars
Replies: 2
Views: 26165

Matlab webinars

Ok....I guess its not possible then.....
by Hills1234
March 13th, 2011, 8:50 pm
Forum: Programming and Software Forum
Topic: Matlab webinars
Replies: 2
Views: 26165

Matlab webinars

Hello guys,I have a quick question....I am registered with Mathworks, but I cannot find a way of downloading the Matlab webinars off their website. Is this possible?Cheers
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