Forex Books - page 3

 

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Not a book (a free article from Willmot Magazine) but might be worth reading as a clarification how some things were done by Warren Buffet)

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"Berkshire was what Buffett and Benjamin Graham called a “cigar butt” – you can pick it up cheaply and get one last puff"

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Inefficient Markets

"The markets are far more efficient when viewed from the banks of the Charles than from the banks of the Hudson." Fischer Black

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Thanks for the share

 

Six Degrees od Idiocy ...

An article from Willmot magazine :

"This idea translates naturally to finance. The complete idiot always goes for the money: the bond with the highest yield, the mutual fund with the best historical return, the stock of the best company"

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Emerging Markets and the Virgin Investor

Emerging Markets and the Virgin Investor

 

International Journal of Forecasting

This is a link to International Journal of Forecasting - volume 28 (2012) issue 1 with a first section dedicated to The Predictability of Financial Markets. Not uploading the articles this time (that special issue is with all articles for free) since there are 17 articles just regarding the The Predictability of Financial Markets matter (it would take a good couple of posts to upload all those)

International Journal of Forecasting | Vol 28, Iss 1, Pgs 1-296, (January–March, 2012) | ScienceDirect.com

 

Where Has All the Trading Gone?

A quote from the report :

Key Points

* Volumes are down for the 4th straight year, almost 50% below their 2008 peak, but still more than double pre-‘08 levels.

* So is the market more or less liquid now?

* We look at structural & seasonal drivers of activity

* Structural changes have significantly increased trading

* But seasonal drivers appear to have left real money trading levels at decade lows.

* The good news is that almost all our seasonal drivers are near 10 year lows, at once. So risk seems to be to the upside, even though change might come slowly.

* But proposed and pending regulatory changes threaten to reduce trading activity further.

 

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Willmot magazine article : Estimating the Value at Risk from Historical Data with Limited Statistics

 

thx for sharing

 

To lag or not to lag?

Leonidas Sandoval Junior : to_lag_or_not_to_lag.pdf

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