by Patrick Burns.
Abstract: A recent Barron’s article examined the efficacy of stock recommendations on the television show Mad Money. Statistical analyses of stock recommendations are scrutinized here in detail, and a powerful analysis using random portfolios is suggested. Differences between simple returns and log returns are discussed, as is the usefulness of the statistical bootstrap. The cost to individuals of trading stocks can easily overwhelm even quite good recommendations.
jun 25, 26
Online Math Degrees has a page of ”100 savvy sites on statistics and quantitative analysis”. It has some that you recognize, some that you’ve hardly ever heard of. The sites [...]
jun 25, 26
R is a piece of software, but it is also a community. Help community The most visible aspect of the R community is help. This is also the most useful [...]
jun 25, 26
Some history and a prediction. Past A discussion broke out on the R-help mailing list in January 2006 about a technical report put out by the statistical computing group at [...]