NumXL 1.57 SINGA is here
Today we are excited to announce the release of a new version of NumXL: 1.57 SINGA (1.57.41168.2). This new release includes several new features: support
September 17, 2012
Read through the articles below to stay up to date with NumXL Pro and topics related to time series, statistics, modeling, forecasting, and many more.
Today we are excited to announce the release of a new version of NumXL: 1.57 SINGA (1.57.41168.2). This new release includes several new features: support
In this paper, we’ll examine a claim by a portfolio manager (let’s call him trader B) about his ability to generate statistically significant Alpha. Alpha is the excess-return compensation for the risk borne, and thus commonly used to assess active managers’ performances. Using plain summary statistics and empirical distribution plots (e.g. Histogram, QQ-Plot), we identified a single data-point with relatively high-return, and once excluded from the sample, the so-called alpha simply vanished.
We are excited to announce a couple of new developments on the NumXL support front: (1) We revamped the ‘Getting Started’ user’s guide, and (2) We are pooling all the NumXL tutorial videos and making them available on a single Youtube channel.
We are excited to announce a new development on the NumXL support front. We’ll be pooling external links and resources and posting them on our Facebook
This week, we’ll take the prior discussion further and develop an understanding of autoregressive conditional heteroskedasticity (ARCH) volatility modeling. Why do we care? Volatility cannot be directly
This week, we continue our on-going series on volatility modeling and forecast. In this issue, we start by defining the various terms in an asset’s