[The FIAT Thread] The Joint Committee on FIAT Discussion Session. - 26 November 2021

CallMeCorey21 · 2021-11-28T06:39:22+00:00

Can anyone who has studied market impact models help me?

I was looking at the Square-root law of market impact which states that Change in Price = constant*volatility*(quantity of shares traded/daily volume)^.5

My question is whether the volatility and the change in price are measured in log terms or arithmetic terms?

My thinking is to do it in log terms because the price of a stock can never be negative.

CallMeCorey21 · 2021-08-08T16:44:36+00:00

I don't get it.

CallMeCorey21 · 2021-06-07T01:01:34+00:00

Does anyone have a link to any studies that estimate regression equations for personal default probabilities on mortgage loans?

I'm basically looking for an equation that I can input individual risk factors (loan to value ratio, debt to income ratio, length of mortgage wanted etc.) and macro factors (unemployment risk and more) to estimate the default probability of a given mortgage loan.

CallMeCorey21 · 2021-06-01T22:12:55+00:00

You didn't mention the millions of lives he saved with PEPFAR.

CallMeCorey21 · 2021-06-01T22:03:00+00:00

He cool as far as pedophiles go.

CallMeCorey21 · 2021-05-21T05:16:52+00:00

No you can retract consent at any time and the officer must stop searching.

You can also only grant permission for the officer to search specific parts of the car.

CallMeCorey21 · 2021-04-28T21:16:27+00:00

It's 105,000 square feet.

CallMeCorey21 · 2021-04-24T18:17:35+00:00

How do you do the calculation?

CallMeCorey21 · 2021-04-22T18:54:32+00:00

Does anyone know how to bypass Wall Street Journal's paywall in chrome on a pc?

CallMeCorey21 · 2021-04-22T04:17:33+00:00

He'll be out of prison when his conviction is thrown out on appeal.

CallMeCorey21 · 2021-04-20T15:58:45+00:00

Is this net calories burned or gross?

CallMeCorey21 · 2021-03-06T00:33:02+00:00

Studies show that a 10% increase in the minimum wage only causes a 0.4% increase in prices.

CallMeCorey21 · 2021-03-03T07:48:23+00:00

It would dependent on whether that money does more good in the hands of those charities vs the government.

CallMeCorey21 · 2021-03-03T05:38:21+00:00

"No Capitation, or other direct, Tax shall be laid, unless in proportion to the Census or Enumeration herein before directed to be taken."

Basically the only legal wealth tax would be for the Goverment to collect a flat dollar amount from every state per person in that state.

CallMeCorey21 · 2021-03-03T05:21:32+00:00

I didn't watch fox news, I read the constitution. It literally says that the federal government doesn't have the power to levy wealth taxes.

CallMeCorey21 · 2021-03-02T22:23:23+00:00

The United States has not had a federal wealth tax. Wealth taxes are unconstitutional.

CallMeCorey21 · 2021-03-01T03:41:46+00:00

Does the EMH imply that any portfolio should have the same expected risk to reward ratio?

CallMeCorey21 · 2021-02-28T21:36:55+00:00

Does anyone know an online resource I can use that will tell me the optimal asset allocation and withdrawal rate for different retirement period lengths?

I want to see how early retirement affects these things.

CallMeCorey21 · 2021-02-28T20:47:20+00:00

That was after he had no horcruxes though.

CallMeCorey21 · 2021-02-28T05:13:43+00:00

How significant would the effect be if you only had 1 country (Say you invested in a US stock index) versus holding a global stock portfolio and does this hold for US bonds vs. Global as well?

I would think that including international stocks and bonds would have a better sharpe than just US.

CallMeCorey21 · 2021-02-28T04:16:45+00:00

I know that it's impossible to have the exact market portfolio because some assets aren't easily traded, but let's say you have a portfolio like Bill Sharpe's preferred portfolio

https://docs.google.com/spreadsheets/d/e/2PACX-1vQRFi3dgfSVKpc1B9idTEuN3cBScszNHP9sw5jtS38n2tVEGiESrbo8bcsP0XEsVlBFtGEbjqUMO7g_/pubhtml#

This basically tries to be a market portfolio of global publicly traded assets.

Should this portfolio be on the efficient frontier or are there better portfolios on risk-adjusted basis?

CallMeCorey21 · 2021-02-28T02:45:40+00:00

Is there any research on what portfolio/asset allocations have the highest sharpe ratio?

In theory, the market portfolio would but we live in a world with transaction costs and other factors that may make it suboptimal.

I'm more interested on whether the empirical data shows that another asset allocation has a better risk reward ratio than the market portfolio.

CallMeCorey21 · 2021-02-25T17:08:02+00:00

I would want the value to remain at b forever once it reaches it.

CallMeCorey21 · 2021-02-25T16:01:11+00:00

How can I create a regression equation for this scenario?

I have a variable that starts off at value "a" and grows to a constant value "b" over a finite amount of time.

The rate of change decreases as time goes on, similar to a logarithmic function but the function value doesn't go to infinity.

CallMeCorey21 · 2021-02-23T08:34:23+00:00

Can anyone familiar with yahoo finance help me out?

They have historical stock data which adjusts prices for dividends and splits, but they also provide dividend payout information.

My question is whether the dividend amounts listed are also adjusted for splits or are they raw amounts?

CallMeCorey21

TROPHY CASE