Recent content by Exploiter

I do pay attention to return kurtosis in my backtesting, though not as much as I do to skewness. I believe a low kurtosis is desirable, which is the opposite of fat tails. A return distribution with low kurtosis is one that is relatively predictable, with no outliers either positive or...

Well, it's a nice idea, but there's a few reasons that it would be expensive to do this. First of all, a short position in Treasury futures will essentially require you to pay interest. Why is that? The interest charge is built into the futures price. If you look at the term structure of...

Sorry, try this link: http://www.hq.com/

There are a number of executive suites that let you rent an office by the month. Try www.hq.com, and you can just google "executive suites nyc" to see what comes up. I looked into this some time ago and I can tell you they're not cheap. Prices for individual offices ranged from $1200 a...