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PureBytes Links
Trading Reference Links
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Hi Andreas
Here's a list of papers from the University of Illinois dealing with ag
markets. The "Value At Risk" articles that you can download start in early
1996. Check out also the '98 article on "How wrong can you be"
They also have several good articles about extrapolative noise traders,
which is what we all are to a greater or lesser degree. The results are
consistent whether the traders are stock noise traders or futures noise
traders (see the bibliog. for further articles). These articles may help you
understand COT data.
If you go back to Jurik's book, Kase has an article about using VAR and KAR
on screen as an indicator.
Best regards
Walter
----- Original Message -----
From: "Andreas Grau" <agrau@xxxxxxxxxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Tuesday, January 04, 2000 5:09 AM
Subject: Risk Management
| List,
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| Here is my current collection of links on Risk Management. My interest on
this was created from an article in TASC August 1999 on
| position sizing using Value-at-Risk.
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| http://www.gloriamundi.org/ "All about Value at Risk"
| http://www.fenews.com/ "Financial Engineering News"
| http://www.netexposure.co.uk/ "Net Exposure"
| http://www.riskmetrics.com/ "Risk Metrics Group"
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| Any additions worth mentioning?
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| Best regards,
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| Andreas
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| ---
| Andreas Grau aka agrau@xxxxxxxxxxxxxxxxxxxx
| Telefon 089-27349990
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| Reality is an illusion -- perception is what counts
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