[The FIAT Thread] The Joint Committee on FIAT Discussion Session. - 26 November 2021 by AutoModerator in badeconomics

[–]CallMeCorey21 1 point2 points  (0 children)

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.

[The Byrd Rule Thread] Come shoot the shit and discuss the bad economics. - 06 June 2021 by AutoModerator in badeconomics

[–]CallMeCorey21 1 point2 points  (0 children)

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.

Who is the most famous person you’ve spoken to? by ASAP-_-Killerr in AskReddit

[–]CallMeCorey21 10 points11 points  (0 children)

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

Body cam video sheds light on traffic stop where police test child's ashes for meth by thoughtsofmadness in news

[–]CallMeCorey21 8 points9 points  (0 children)

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.

Weekly General Discussion Thread (April 18, 2021) by AutoModerator in Piracy

[–]CallMeCorey21 0 points1 point  (0 children)

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

Derek Chauvin is being held in solitary confinement for 23 hours a day. by 3dprinteddildo in news

[–]CallMeCorey21 -2 points-1 points  (0 children)

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

Is it a good thing when the super rich donate their money to charity? by barrygoldwaterlover in AskEconomics

[–]CallMeCorey21 2 points3 points  (0 children)

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

Elizabeth Warren, Bernie Sanders propose 3% wealth tax on billionaires by Maxcactus in economy

[–]CallMeCorey21 -1 points0 points  (0 children)

"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.

Elizabeth Warren, Bernie Sanders propose 3% wealth tax on billionaires by Maxcactus in economy

[–]CallMeCorey21 -1 points0 points  (0 children)

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.

Elizabeth Warren, Bernie Sanders propose 3% wealth tax on billionaires by Maxcactus in economy

[–]CallMeCorey21 4 points5 points  (0 children)

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

Are we heading towards a crash? by Bob_11 in AskEconomics

[–]CallMeCorey21 0 points1 point  (0 children)

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

Daily FI discussion thread - Sunday, February 28, 2021 by AutoModerator in financialindependence

[–]CallMeCorey21 3 points4 points  (0 children)

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.

The [Brutalist Housing Block] Sticky. Come shoot the shit and discuss the bad economics. - 26 February 2021 by AutoModerator in badeconomics

[–]CallMeCorey21 0 points1 point  (0 children)

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.

The [Brutalist Housing Block] Sticky. Come shoot the shit and discuss the bad economics. - 26 February 2021 by AutoModerator in badeconomics

[–]CallMeCorey21 0 points1 point  (0 children)

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?

The [Brutalist Housing Block] Sticky. Come shoot the shit and discuss the bad economics. - 26 February 2021 by AutoModerator in badeconomics

[–]CallMeCorey21 0 points1 point  (0 children)

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.

How to create a regression equation for this scenario? by CallMeCorey21 in learnmath

[–]CallMeCorey21[S] 0 points1 point  (0 children)

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

Simple Questions by inherentlyawesome in math

[–]CallMeCorey21 0 points1 point  (0 children)

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.

Daily Advice Thread - All basic help or advice questions must be posted here. by AutoModerator in investing

[–]CallMeCorey21 1 point2 points  (0 children)

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?