Returns Standard Deviation and Correlation Changes over Time
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- čas přidán 5. 09. 2024
- Kevin Bracker's Substack Video on Expected Returns, Standard Deviation and Correlation and how they change over time. This connects to kevinbracker.s... and the Diversification vs. Diworsification post (releasing at 2:00 AM CST on Wednesday, June 15th). The idea is to look at how we estimate historical returns, standard deviations, and correlations over the previous 5 years and then see how they change (see the substack column) in the future. Note that this is NOT a random sample and the conclusions should be taken as VERY preliminary.
Hi, do provide education content, i want to learn option pricing voltality in excel vba
Sorry, but my educational material is all currently posted in substack and youtube. I'm not currently pursuing it at the moment.
@@kevinbracker can you suggest learning tools ?
@@triloksinghbhati333 If you haven't checked it out yet, I'd recommend spending some time with moontower.substack.com. Kris was a professional options trader and writes a blog which touches on some options data. Another great source is Pirates of Finance (it's a podcast) with Corey Hoffstein and Jason Buck. They each know FAR more about options pricing than I do.
Hi thank you for sharing so much knowledge i have watched many of your videos and a big fan.
Could you make more videos on going through 10k reports and valuating different blue chip companies like the Chipotle one.
Thank you
I could do that. I'll probably combine it with my Substack column and it'll be awhile (probably a month or two). Those did take some time (I'm not real quick on the videos), but it will go in the planning stages. If you don't see something posted within two months, please send me a reminder!
@@kevinbracker Thank you :)