Recent content by mags29464

seriously though, If you watch ray dalio's interview on cnbc he states "well I know who's buying but i dont want to give away a trade secret here". he's also like "we spend hundreds of millions of research" so how much does it cost to find out what the big buyers are doing?

I always hear big financial guys (RAY DALIO) say "we know who is buying and who is selling". Where do they get that info? He also said he pay 100's of millions for research, is that where the money is going? paying some company to find out who the buyers are? are the brokers giving clues? I've...

Understood but how do you include the leverage into the standard deviation to give the increased risk calculation.

with a risk model based on standard deviation how can you account mathematically for the added risk of buying with margin. I can't for the life of me figure out how to include margin in my calculation of risk. I know its important but I just can't find formula or any info on how this works.

having trouble finding a good software solution to build my portfolio with. I'm looking for risk analysis, return backtesting, and asset allocation. most of the programs i find seem too "amateurish" like more geared toward the retirement investor while im looking for a little more deeper...

When you borrow money there is a cost included..

Nah, thats not really what im looking for because it doesn't include the cost of leverage and buying power leverage gives you.

How do you account for leverage when you calculate the risk exposure of a stock (or bond)?

ok I see what you mean. I guess I just need to learn the excel syntax because I have no idea how to tell it to check dates or days of the week. Imma have to look into it a lot more.

What I'm kind of asking is how the process works or how its setup. I know it must be more difficult a process than can posted in a single post but an general overview would be appreciated.

I've never backtested before. I've analyzed data (things like correlations, ratios, etc) but never backtested. Is there anything like an tutorial or a book that gives some examples of backtesting strategies. I want to learn to backtest using excel. any help would be appreciated...