You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
I would prefer to have links in the description for the advanced concepts mentioned in the lesson, so that the learner can refer back and forth to the concept and better understand the current lesson. For example, the usage of "Gamma" in the formula from "γ". But as usual, the lecture was very informative and fulfilled the purpose of sharing your knowledge here. Thanks!
Your channel Sava is like a gold mine!! Thank you so much for this amazing content. Two suggestions I have in mind are these: A video about returns ( differences between normal and log returns, their best area of usage ect) or video/series of videos about a really hot topic like cryptocurrencies ( theoretical and more practical tools for crypto analysis ect). Thank you so much again for your amazing work!! And a happy new year!!
Hi Peter, and Happy New Year! Thanks so much for the kind words. I might record a video on return calculations and average returns at some point in the future. As for a video on crypto, might suggest this one: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-lrQzbFlBSmk.html
Savva, does it in fact mean that we can comfortably model SP500 returns using generalized normal distribution taking into account that this distribution fits well with actual (empirical) distribution?! So one more question: you are using daily returns for modeling in this particular case, so can we use weekly returns as a base for a model, taking into account that there are far few observations when using weekly returns than when using daily returns? I know that as many observations use that more reliable conclusions can be drawn and that the model is more likely to be more accurate. Am I right?
Hi Faiza, and thanks for the question! You can simply sort the returns in your sample from lowest to highest, either using the Sort tab or the newer SORT function for extra flexibility. Hope it helps!
