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Thursday, 30 March 2017

Cointegration and Correlation: Explaining the Differences with Data Simulations in R

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On the outset, let me make it clear that cointegration and correlation are two different metrics and they have nothing to do with each-oth...
2 comments:
Friday, 27 January 2017

The art of making lectures more engaging and entertaining by Garr Reynolds

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Today, while preparing notes for my class, I came across a wonderful video by TEDx (The speaker is  Garr Reynolds)  on the subject of the...
Friday, 30 September 2016

Is sampling distribution of sample mean always NORMAL?

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Hello friends, First of all, I would like to express that I am not an expert in the statistical distributions or statistics. But, while c...
Thursday, 29 September 2016

What is Optimal Hedge Ratio? A Simple Explanation

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Hedge Ratio Hedge ratio (for an asset, such as commodities, stocks) comes into the picture when a certain asset does not have futures cont...
Saturday, 24 September 2016

GARCH Modelling

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GARCH stands for Generalised Auto-Regressive Conditional Heteroscedasticity. It is a very simple technique for estimating and forecasting ...
2 comments:

Four moments of distribution: Mean, Variance, Skewness, and Kurtosis

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The first moment of distribution is MEAN, the second moment is VARIANCE, the third is SKEWNESS, and the fourth one is KURTOSIS, and so on ...
6 comments:
Friday, 23 September 2016

ARIMA Modelling in R

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Hello friends, I have tried to keep it very simple. ARIMA stand for Auto-Regressive Integrated Moving Average. It is a very simple techn...
9 comments: