Short term replication of a Set A of assets with a set B of others Assets
Posted: November 18th, 2003, 9:37 am
Don't worry Mr Quantman, it was a kind of joke because my thread didn't seem to catch attention except for marvellous Rouletabille II..I don't make mystery of what I use now.To answer to your question I was pretty disappointed by direct regressions, (pb of colinearity, stability, ...), so you can imagine where I search next.