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- Rik replied Jul 21, 2010
spike — Most likely Rabo bank (Dutch Farmers bank) Algo crash All their positions SL
- Rik replied Jul 9, 2010
St Dev — BTW I would not use a formula with N-1 (in your case 25-1). First most ST Dev formulas donot use it (only sometimes when not all info is available, but you got everything). Second it is more difficult again. Third calculation results ...
- Rik replied Jul 9, 2010
Riskfree — I would not use a deduction for riskfree in this case. First of all BOTH your average as well the week's result should be adjusted, leading to the same outcome only with a more difficult calculation. Second even if it would have to ...
- Rik replied Jul 9, 2010
St Dev — 1. Riskfree interest calc not correct. .25% per half year is .01% per week. 2. Better leave it out for the time being marginal influence and takes attention away from the real important stuff. 3. Dividing by 24 is not necessary. Not ...
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