5 posts tagged with Statistics and finance. (View popular tags)
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Help with Financial Research -- Statistics

I'm currently performing a mock research comparative analysis for a class. I'm researching the financials of 'our' metrics versus our highest competitors. One of the questions I'm attempting to answer asks if the variances (or standard deviations) of 'our' profit margins are statistically similar to the variances in profit margins of our competitors over a five year period. I have 11 companies representing the profit margins of our competitors, and of course the reports on our profit margins for these five years. Now it's been a while since my last stats course... so I'm wondering, would I use an F or Levene's Test to answer this? Or am I completely off base... and should look to another form of analysis.
posted by Steve073190 on Sep 19, 2011 - 4 answers

Beginner's guide to statistical/quantitative finance?

I just read Victor Niederhoffer's Practical Speculation. Most of the book is devoted to analyzing trading opportunities using statistics. I am looking for other resources devoted to this topic.
posted by prunes on Mar 27, 2011 - 1 answer

Calculating standard deviation on compounded investment returns

Is it possible to estimate the standard deviation of an investment's return after "y" years, if you know the investment's mean annual return and standard deviation?
posted by stuehler on Mar 25, 2008 - 14 answers

Question re: statistics and financial modelling

Question about semi-sophisticated statistics and financial modeling - lets say you have N asset classes - each class has a mean rate of return and a standard deviation of returns. Also, assume you hold a portfolio comprised entirely of these N asset-classes, in certain proportions. How do you determine the probability that the portfolio might produce the a certain rate of return over P periods?
posted by stuehler on Mar 2, 2006 - 9 answers