Tagged Questions

1
vote
0answers
13 views

Programming in R: How do I switch the X and Y axes?

I have a distribution plot of the daily drawdowns of the Dow Jones Industrial Average index; however, it has the drawdowns on the y-axis and the frequency on the x-axis... I'd like to switch that so ...
1
vote
0answers
74 views

Good reference on sample autocorrelation?

I'm not a statistician but I'm writing my thesis on mathematical finance and I think it would be neat to have a short section about independence of stock returns. I need to get better understanding ...
1
vote
0answers
24 views

Standard practice for identifying outlying spend amounts

Hope this is mathematical enough to qualify as a question - I'm no mathematician! I have a set of individuals travel & entertainment credit card spend, and I'd like to highlight any outliers that ...
6
votes
1answer
2k views

Average percent increase not equal to total percent increase?

I tried searching around for this but it was difficult to boil down the search terms. Plus nothing seemed to be showing up anyway. What's an easy way to show that the average percentage increase of n ...
2
votes
1answer
228 views

Statistics with overlapping periods

I've been having a lot of discussions about finance recently in which people will point to some results using overlapping time periods and claim a high degree of statistical significance. For ...
2
votes
1answer
325 views

What is the definition of a “predictable process”?

I am reading a book on financial mathematics, and frequently encounter the phrase "predictable process", which I haven't seen definition of, and cannot find the definition online. At first I thought ...