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I'm also a bit biased b/c to me if you are putting your (or others') money on the line, using smth rudimentary to do the analysis doesn't seem appropriate. Excel won't tell much about how sensitive your results are to influential observations etc etc. In short, you won't know how reliable the...

I agree, that's why I was gonna say (but didn't for lack of time) that by learning how to use stata he might also learn a whole lot of additional techniques. Some of them are a bit sophisticated, but not all that much. PS I use VBA a bit too, but mainly to prepare the data for other packages...

Hey guys, I have a question. For some weird reason my TS charts in Genentech don't go back beyond a couple of days even though until about yesterday they did. I believe it says "there's no historic data for this symbol." What is the deal? Did they used to have it and lose it or what? I...

Just bringing it back up, hoping someone might have ideas. Thnx.

Excel regression utility is extremely rudimentary. If he wants to do anything more fancy (e.g. fixed or radom effects etc), stata might be a good pick.

Who said academic research is not good for a trader? :) STATA's a good package. I think you'll benefit if you know how to apply econometrics in developing and testing strategies. I personally stick with SAS and TSP with some R and Splus on top. Didn't have the money to buy STATA at first...

Just ran through a bunch of stocks and yes, they do seem to have crossing networks prints at close of the day price and those are reported as form T, no way to separate them from the rest :( Not good. PS This might explain the post close session trade size surges, but why also from 8am to...

Perhaps I should give a little background, I'm working on a paper part of which uses post-close and pre-open trades from NYSE Transactions and Quotes dataset. I see a huge jump in average dollar size of trade in the 4:30pm-5pm window and also in 8am-8:30am window. I mean a factor of 3 to 8 or...

Does anyone know if the post-close crossing session trades get reported on the consolidated tape along with regular trades? Whould they also have the Form-T designator? Thanks a bunch in advance guys. PS These are typically executed at 5pm, right?

Yep, I could cite you a dozen academic papers showing that the only performance persistence in mutual funds is on the downside - the losers keep losing. Hardly any solid evidence of "hot hands" for winners. As for your second remark, a friend of mine whose also about to finish his PhD used to...

Mr. Mockit, are you still here? Glad you are entertaining the troops! I have been busy and have not been posting for while but it's nice to see there still is someone making a fool of himself on a consistent basis. How's your benchpress doing? I got mine to 365 last week, 2.09 times my body...

Actually, what that means is that the peformance is pretty much like a coin toss for many of those advertisers - yes, they had a few heads in a row and encourage you to give them the money, but let's face it, the probability of the next coin toss being a head is still 50%. :D

:D :D :D I bet most have MTV :D

Who said all academics swear by market efficiency? :D These two papers document evidence of the effect of folks like you. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=270958 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=302602

Not really. Unless the covariance of the outcomes of each trade is exactly +1.

My news service obviously sux. http://biz.yahoo.com/rb/030415/airlines_american_9.html Too bad I hadn't shorted more... :(

anybody know why? I shorted it about 10 minutes before the halt. Almost covered in the last 2 trades. Wonder if I should have...

Got any abnormal return on the name change? :D

Pretty funny how quickly the herd behavior shifts. Not so long ago a paper was published in the Journal of Finance if I remember correctly showing abnormal returns for firms that added a dot come to their name during the bubble. Here's one showing how the pattern reversed... Not sure how...

If one of the LLC members made a loan via a promissory note to the LLC, is that considered to be a cash contributed to partnership capital? Thanks.