tag:blogger.com,1999:blog-3386152788496061702.post2673899004707653566..comments2023-09-24T11:59:07.863-04:00Comments on The Quantitative Investor: The Best HedgesDr. Troy Lauhttp://www.blogger.com/profile/05244925646438512339noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-3386152788496061702.post-61935927571943550542011-04-11T22:12:25.320-04:002011-04-11T22:12:25.320-04:00It might be useful to give time periods for the co...It might be useful to give time periods for the correlation (is this daily, intraday, weekly, etc?). By reporting all three you'll be able to see larger variations in the correlation and be able to better discern which hedges are bestAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-3386152788496061702.post-10300995662591500312011-04-04T23:05:23.592-04:002011-04-04T23:05:23.592-04:00I'll agree with that...see my last paragraph.
...I'll agree with that...see my last paragraph.<br />But it's a lot to introduce at once and is more instructive to build on the basics. Also look at two of the stocks I picked...no real trend, the prices are more or less stationary.Dr. Troy Lauhttps://www.blogger.com/profile/05244925646438512339noreply@blogger.comtag:blogger.com,1999:blog-3386152788496061702.post-57764129751324081972011-04-04T22:40:31.133-04:002011-04-04T22:40:31.133-04:00Correlations like this are pretty silly without de...Correlations like this are pretty silly without detrending the data in some way/at some frequency. You'll get surprisingly high negative correlations for an upward market from a stock that's falling, and the overall market does on average rise...Anonymousnoreply@blogger.com