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The VBA gauss function above generates a random number normally distributed with zero mean and standard deviation = 1. It uses the Box-Muller transformation, and takes uniformly distributed numbers (Rand function generate uniformly distributed numbers between 0 and 1) and using a...

To apply proper money management, as a first step you need an estimation of your trading probabilities. Without it no one can say if what you are doing makes sense or not. Your game plan is ‘Sell when the stock rise 3%, with a monthly time frame’. How often this will happen within a...

It tells you that in 95% of the scenarios your results will be between x1 and x2 $. I have been using a similar toy in excel. It will not do exactly what you want but you can take some ideas from it. You can change the code for example a little to include 100 equiprobable trades instead of 20...

Just some slow home made - basic language code - software. :D

Not directly comparable results in this case, you are filtering out information. The weekly sigma for example is sqrt(5) times the daily sigma and the calculation formula will be affected cause kurt = E[((x-m)/sigma)^4] In the weekly case the kurt is around 3.46 (6.46 if you prefer the...

Out of curiosity i downloaded the s&p500 data from yahoo (^GSPC) symbol (1950 - today) and the calculator gave these statistics

Your excel is better :D I must have highlighted a different region for the second result. The first is easily explainable as I didn't use excel and the program unlike excel adds +3 to the kurtosis taking the normal distribution to have kurt = 3.

Sure no problem

Dow quotes...

I know the number sound strange but it is correct. If the data set contains some extreme events, then kurtosis is very high. Taking sub periods for example…. During the 1990s , kurtosis only 4.34 (relatively quite period) During the 1980s , kurtosis skyrocketing to 100 (the crash data...

Well I had a quick look at the dow (1900 – 2001) for 27854 daily data the output is Vol 17.2% Skew -1.1 Kurt 39.3 On top of that the index trends slightly so someone can expect a few surprises. Unfortunately I don’t have right now reliable multi year data for dow jones stocks for...

I have only heard problems with incorrect mail headers (this usually happens with spam messages). https://bugzilla.mozilla.org/show_bug.cgi?id=360409 For me it has never missed legit emails.

If you don’t mind loosing some of Outlook functionality you can try the Thunderbird email client (same designers as firefox browser). It is providing a higher security against such type of attacks. http://www.mozilla.com/en-US/thunderbird/

I think what Profitaker says is that a stock moving in 3% steps can gap for example 40% but an index moving in 0.5% steps can also gap significantly (say 15%). The risk in the index is that the usual 0.5% steps can be deceiving and lead to the opening of a relative large position that will...

I agree that taking measures will eliminate 95% of the problem. I also have firewall, antivirus, anti-spyware software installed and chose strong passwords for my login process. I even have coded a custom made application that reads what processes are open on memory and compare these with a list...

If I understood correctly this dongle doesn’t produce the changing token key some online platforms require in order to login. For example with an online platform supporting a token key generator input, how do you enter the initialization seed to your ID vault dongle? I think this dongle...

:) May be secretive but there is no big secret to hide. The path to make money is applying common sense.

You definitely have symptoms of depression. Don’t take it lightly, it can become very ugly. 1. The first think you MUST do is get out of your bed. 2. Start walking and exercising (at least 30 minutes per day). 3. Go shopping etc. and find something to spend your time without constantly...

Not an expert but …. There isn’t such think as absolute security. The closer you can get is a token key generator creating a passkey for the login process. Even then if a bad guy with enough knowledge decides to target a specific pc then there is not much you can do to ensure 100% safety...

Its not hard. Using VBA the code is something like this... Private Declare Function URLDownloadToFile Lib "urlmon" Alias _ "URLDownloadToFileA" (ByVal pCaller As Long, ByVal szURL As String, ByVal _ szFileName As String, ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long...