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Search: Posts Made By: elfueg07
Forum: Modules 6-8 03-23-2011, 12:40 AM
Replies: 57
Views: 52,153
Posted By elfueg07
I didn't, it says not to worry about hedging...

I didn't, it says not to worry about hedging until task 4.
Forum: Modules 6-8 03-22-2011, 07:56 PM
Replies: 57
Views: 52,153
Posted By elfueg07
I would say it depends on the other metrics. 100%...

I would say it depends on the other metrics. 100% is probably bad, and 0% is bad. Once you find a good measure for the other metrics I would expect the percent open ratio would be between 40-80%,...
Forum: Modules 6-8 03-22-2011, 07:52 PM
Replies: 57
Views: 52,153
Posted By elfueg07
Yes, I meant variation in the final profit, as...

Yes, I meant variation in the final profit, as measured by the 'standard deviation' on the scenarios and results tab.
Forum: Modules 6-8 03-19-2011, 01:57 PM
Replies: 57
Views: 52,153
Posted By elfueg07
Totally agree with all comments in above post.

Totally agree with all comments in above post.
Forum: Modules 6-8 03-19-2011, 11:54 AM
Replies: 57
Views: 52,153
Posted By elfueg07
I think we are starting to have the same...

I think we are starting to have the same discussion in two different threads...
Forum: Modules 6-8 03-18-2011, 08:18 PM
Replies: 57
Views: 52,153
Posted By elfueg07
If you are only changing assays and MTM, I can't...

If you are only changing assays and MTM, I can't get it to change much either, at least at reasonable levels of assays and MTM.

Once I start changing the hedging factor I can barely get the S.D....
Forum: Modules 6-8 03-18-2011, 06:10 PM
Replies: 57
Views: 52,153
Posted By elfueg07
A few people have mentioned that they believe...

A few people have mentioned that they believe increasing the number of assays should decrease the variation in the model. I thought so at first as well, but I don't see any justification for that...
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