Tag Archives: fat tail

Is Cauchy distribution better than Normal with probability to forecast fat tail events?

Is Cauchy distribution better than Normal with probability to forecast fat tail events?

Someone on my Facebook noted this so thanks to then:

http://www.cmap.polytechnique.fr/~touzi/Poly-MAP552.pdf
http://www.mit.edu/~9.520/spring08/Classes/mathcamp02.pdf

This is what was said:

https://en.wikipedia.org/wiki/Ratio_distribution

A ratio distribution (or quotient distribution) is a probability distribution constructed as the distribution of the ratio of random variables having two other known distributions.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading?

Combo of volatility clustering,GARCH,fat tail analysis be EXTREME highest potential if profit in quant algo automated trading?

Let me know your thought by responding to this forum posting:

http://quantlabs.net/academy/forum/quant-academy-forum/anyone-got-opinion-on-combining-fat-loss-analysis-with-volatility-clustering-with-garch/#p353

Or just commenting below. If you got ideas, let me know privately even because I think this is something not ever talked about or publicly commented on.  As said, this may be worth pursuing.

You guys and gals are the shining light that can help me drill down to the best of best in terms of trading out there!! BIG THANKS for that!!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Could 2014 and fat tail quant analysis combine to make you an instant millionaire this year ?

Could 2014 and fat tail quant analysis combine to make you an instant millionaire this year ?

First: To you all you skeptics, this is not one of those crappy quick rich schemes. It is just about knowledge, technology, and being in the right place at the right time.

I just got this from Mike Ser so it makes we wonder with my response below:

You just need to know which assets they are talking about!
> I’ve got to be quick, it’s a busy weekend…
>
> Andy and I are starting to analyze our list
> of preferred instruments to find the BIG money
> makers for our students this year.
>
> And we are VERY EXCITED because so far, we have
> found 2 MEGA opportunities that could create
> more million students!
>
> We are organizing these ideas and recording a
> video to show you the details. So, watch your
> inbox in the coming weeks to make sure you don’t
> miss out!
>
> stay tuned,
> Mike
>
> P.S. These trade ideas are very similar to
> what Andy was able to capture and profit from
> back in 2011!
>
> What would you do if you could turn $1,600
> into $1.7 Million in 2014?

 

Hi Mike
I will assume this is something to do with Fat Tail analysis.
Let me know if I am going in the right direction
Thanks Bryan

 

Join my FREE newsletter to see if this is case for 2014!!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!