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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 Click to access 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 …

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Here is #GoldmanSaks #Forecast with 2% breakeven rate on #Treasury

[igp-video src=”” poster=”https://quantlabs.net/blog/wp-content/uploads/2015/11/Here-is-GoldmanSaks-Forecast-with-2-breakeven-rate-on-Treasury.jpg” size=”large”] 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!

Use time series analysis using R forecast package

Use time series analysis using R forecast package I have tried this with no amazing success but some may find it useful http://www.datavizualization.com/blog/time-series-analysis-using-r-forecast-package Join my FREE newsletter if you are interested in learning about more R model for automated trading for edge  NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and …

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#Greece #GDP has improved with these #forecast

[igp-video src=”” poster=”https://quantlabs.net/blog/wp-content/uploads/2015/05/Greece-GDP-has-improved-with-these-forecast.jpg” size=”large”] 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!

Most #analyst #forecast for #oil was way off before drop

[igp-video src=”” poster=”https://quantlabs.net/blog/wp-content/uploads/2015/05/Most-analyst-forecast-for-oil-was-way-off-before-drop.jpg” size=”large”] 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!

NOTE!

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