Search found 4 matches

by bevok
Mon May 10, 2010 3:09 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 13204

Although my comment was a bit wry, my take on the Black Swan is that it is an extraordinary event which is thought to be an extreme outlier (typically by people like option writers in the world of the markets) that actually happens more frequently than expected. I don't have the historical data to t...
by bevok
Fri May 07, 2010 9:26 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 13204

Does yesterday count as a Black Swan? :-)
by bevok
Tue Apr 06, 2010 5:21 am
Forum: Money Management
Topic: How to deal with correlated instruments
Replies: 15
Views: 8513

You'll be pleased to know that the forementioned Raghee Horner (Interbank FX’s Chief Currency Analyst) is running a webinar on April the 8th on Trading and Risk Management - almost certain to be some discussion of this topic there.
by bevok
Mon Nov 16, 2009 6:56 pm
Forum: Trader Psychology
Topic: Dealing with a drawdown
Replies: 29
Views: 38807

Interesting thread, good to see that Aberration Equity Curve from 2004. Although I don't know the composition of that portfolio, I'll bet it would have seen pretty stratospheric growth since then. Theres life in the old dog yet!