WAY, WAY OT
8 Responses to “WAY, WAY OT”
 Comment by Mike Peach January 26th, 2004 at 1:01 pm |
Come on then you got me. What is it? |
 Comment by meep January 26th, 2004 at 1:27 pm |
So I see you’ve got something like a modified Gaussian (though the exponent doesn’t seem to be 2) — and you’re fitting some kind of distribution to it. What’s that data you’re fitting? |
 Comment by Daryl January 26th, 2004 at 2:05 pm |
Sorry for the confusion. These are normalized S&P500 daily returns over some 50 years. It’s for my other “hobby,” mechanical investing. I needed a place to post a quick picture. |
 Comment by speedwell January 27th, 2004 at 8:54 am |
Oh, cool. Thanks, Teacher. Can we see the gold market analysis next? |
 Comment by Ed Hurst January 27th, 2004 at 10:11 am |
I can’t help it, Daryl: that’s just like the legendary Bell Curve… |
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Comment by Daryl Cobranchi January 27th, 2004 at 10:30 am |
It’s close. In a Normal bell curve e=2 by definition. This is a modified Gaussian. |
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Comment by meep January 27th, 2004 at 11:22 am |
Hmmm, doesn’t seem to fit the tails very well. I’m doing a similar thing for my job right now (and yes, it’s a mechanical investing product). I was going to try a Weibull r.v. |
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Comment by Anonymous January 27th, 2004 at 1:54 pm |
MP, Daryl |