Re:ETFs, Volatility and Leverage: Towards a New Leveraged ETF
by nlitened on Monday April 06, 2020 @02:28AM
(#22791330)
Thats a fair assumption. But I did skim to the part that attempted to address non-normality—it doesn’t. Under non-normality, not a single formula in this post holds (“standard deviation” does not exist).
[ Parent
| on HN ]
There are no comments on this comment yet.