由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Quant版 - 急问: return dispersion是啥?
相关主题
新手问道题A question about option.
how to generate truncated gamma distribution in python (转载)How to test a sequence has negative binomial distribution
compare the deviation of data points in two different group请问美式的Call需要特别定价么?
[合集] Wavelet Re: How old are you guys?Murex interview questions
有人知道hartford investment management么?[合集] Help needed! One question about APT model
有没有作dispersion trading,dividend arbitrage, OTC Vol products的朋友[合集] ft.. Delete the earth question accidentally
Totem submission是什么有人知道吗?Clayton Copula
salary question街上有用zero-mean计算volatility和covariance的么?
相关话题的讨论汇总
话题: dispersion话题: return话题: daily话题: top话题: 方差
进入Quant版参与讨论
1 (共1页)
p****u
发帖数: 2596
1
比如top 500股票的daily return dispersion,怎么算? 是不时就是方差? 谢谢
J*****n
发帖数: 4859
S*********g
发帖数: 5298
3
standard deviation of the daily retruns of the top 500 stocks on a specific
day?

【在 p****u 的大作中提到】
: 比如top 500股票的daily return dispersion,怎么算? 是不时就是方差? 谢谢
p****u
发帖数: 2596
4
是啊,我就是这么算了个daily sequence出来,老大非说不是,但他也不知道怎么算,然后他就回家拉,
晕。。。这个应该不是什么特殊定义的东西把?就是个general的概念把?

specific

【在 S*********g 的大作中提到】
: standard deviation of the daily retruns of the top 500 stocks on a specific
: day?

r*g
发帖数: 3159
5
I guess it is L1 norm.
1 (共1页)
进入Quant版参与讨论
相关主题
街上有用zero-mean计算volatility和covariance的么?有人知道hartford investment management么?
请问CAPM model APT model 均值方差模型这些很有用吗有没有作dispersion trading,dividend arbitrage, OTC Vol products的朋友
请教:IB哪个部门对数学要求最高Totem submission是什么有人知道吗?
Some advices for those who are still huntingsalary question
新手问道题A question about option.
how to generate truncated gamma distribution in python (转载)How to test a sequence has negative binomial distribution
compare the deviation of data points in two different group请问美式的Call需要特别定价么?
[合集] Wavelet Re: How old are you guys?Murex interview questions
相关话题的讨论汇总
话题: dispersion话题: return话题: daily话题: top话题: 方差