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Search: Posts Made By: ourssolaire
Forum: Traders Hideout April 2nd, 2015, 07:17 AM
Replies: 149
Views: 73,668
Posted By ourssolaire
Thanks for the clarification Josh. Based on what...

Thanks for the clarification Josh. Based on what you are saying, I think that for the calculation of the excess returns I should subtract the ABS(baseline) value. This should cover all the bases!
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Forum: Traders Hideout March 31st, 2015, 07:48 PM
Replies: 149
Views: 73,668
Posted By ourssolaire
Hi Josh, Thanks for your input. I see where...

Hi Josh,

Thanks for your input. I see where you are coming from with the contextual nature of the baseline drift. Also, I think part of the issue is that my 1000 calendar day dataset for daily CL...
Forum: Traders Hideout March 31st, 2015, 10:31 AM
Replies: 149
Views: 73,668
Posted By ourssolaire
Event study methodology question

Many thanks to Adam for a great presentation (I'm your new greatest fan!) and to Big Mike for organizing it!

The stuff about markets being random most of the time was very well presented in terms...
Showing results 1 to 3 of 3

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


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