Login details for Meetup: Utilizing Topographic Finance to Understand Volatility Meetup
So Dr Paul Cottrell will be presenting tomorrow night:
- Utilizing Topographic Finance to Understand Volatility Meetup
By Dr Paul Cottrell
Visual representation methods are a common problem in econometrics and finance in order to describe system dynamics. In this paper we address this problem by using the bi-harmonic oscillation process and the Brownian motion components, to generate a three-dimensional volatility surface.
The empirical analysis have been carried out on the S&P500 Index, the 10-year US Treasury Rates, and the West Texas Intermediate oil price, by using 85 daily closing observations, at the purpose to show how visualization of volatility can help understand longitudinal movements of price within different asset classes.
A research paper was just posted
- Please join my meeting, April 27, 2015 at 7:00 PM Eastern Daylight Time.
- Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.
Dial +1 (224) 501-3412
Access Code: 317-432-965
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Meeting ID: 317-432-965
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As for tonite, there is our Social Din Din so reservations will be made under my name or the Quant ‘Finance’ Meetup.
See you on either,
P.S. I may do a last minute Meetup this week regarding our self-funding options as we move into a live trading stage sooner than later. This will also discuss the two broker options with strategy plan as well.
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