quaazy1's Comments RSS Syndication from SeekingAlpha.com http://seekingalpha.comuser/165301/comments http://seekingalpha.com/article/115193-what-s-the-good-of-hedge-fund-indexes-and-fund-of-funds?source=feed#comment-368077 368077 Tue, 27 Jan 2009 17:43:49 -0500 http://seekingalpha.com/article/116246-using-software-to-gauge-hedge-fund-risk?source=feed#comment-366884 366884 Mon, 26 Jan 2009 16:49:40 -0500 http://seekingalpha.com/article/97354-tracking-9-etf-portfolios?source=feed#comment-265878 265878
I think that they suggested that it AA accounts for 90% of a potfolio's return VARIATION.]]> Fri, 26 Sep 2008 10:26:16 -0400
I think that they suggested that it AA accounts for 90% of a potfolio's return VARIATION.]]> http://seekingalpha.com/article/97427-the-dummy-s-guide-to-the-u-s-financial-crisis?source=feed#comment-265484 265484 Fri, 26 Sep 2008 00:04:10 -0400 http://seekingalpha.com/article/90538-the-follies-of-academic-finance?source=feed#comment-228651 228651 Tue, 12 Aug 2008 11:31:39 -0400 http://seekingalpha.com/article/82404-quant-approach-to-taa-equity-like-returns-with-bond-like-volatility?source=feed#comment-192737 192737 -4% hit through November??? I can't get the math to work out anywhere near what your paper suggests on a cumulative basis unless I trick the model to get out of the market BEFORE the Nov 2007 drop of -4%, for example (working back through history...)]]> Wed, 25 Jun 2008 14:06:12 -0400 -4% hit through November??? I can't get the math to work out anywhere near what your paper suggests on a cumulative basis unless I trick the model to get out of the market BEFORE the Nov 2007 drop of -4%, for example (working back through history...)]]> http://seekingalpha.com/article/82404-quant-approach-to-taa-equity-like-returns-with-bond-like-volatility?source=feed#comment-191888 191888 Tue, 24 Jun 2008 12:39:54 -0400 http://seekingalpha.com/article/82404-quant-approach-to-taa-equity-like-returns-with-bond-like-volatility?source=feed#comment-191853 191853 Tue, 24 Jun 2008 12:18:47 -0400 http://seekingalpha.com/article/68135-using-default-risk-to-limit-downside-in-individual-stock-investing?source=feed#comment-128925 128925
Does the Monte Carlo engine take correlation into account (say between US vs International equity of about .6 to .8) when it's "Monte Carlo"ing the future, or is each asset's Monte Carlo random draw independent of the correlation matrix?? Put another way, if the random draw for the first year for US stocks is 6%, is the correlation between US and International stocks taken into account when drawing the International stock's return?

]]> Wed, 19 Mar 2008 14:47:51 -0400
Does the Monte Carlo engine take correlation into account (say between US vs International equity of about .6 to .8) when it's "Monte Carlo"ing the future, or is each asset's Monte Carlo random draw independent of the correlation matrix?? Put another way, if the random draw for the first year for US stocks is 6%, is the correlation between US and International stocks taken into account when drawing the International stock's return?

]]> http://seekingalpha.com/article/68135-using-default-risk-to-limit-downside-in-individual-stock-investing?source=feed#comment-128345 128345 SPY) dealt with in the Monte Carlo simulation?]]> Tue, 18 Mar 2008 13:47:51 -0400 SPY) dealt with in the Monte Carlo simulation?]]>