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Strategies & Market Trends : 2026 TeoTwawKi ... 2032 Darkest Interregnum -- Ignore unavailable to you. Want to Upgrade?

To: John Vosilla who wrote (101305)	6/20/2013 5:52:02 PM
From: John Pitera	Read Replies (1) \| Respond to of 218065

Hi John, excellent comments..... statistically regression to the mean.... least squares fit... linear regression...in data series is the point of departure that most subsequent investment modeling, portfolio construction and more advanced concepts such as Alpha capture and Portable Alpha ( which is just industry lingo meaning that you outperform the benchmark (the beta) by adding value to the investment process. Henry Volquardsen, who I dearly miss, could explain the most complicated banking and financial product structuring in such simple language and used to do it here on SI.... I was very privileged to get to talk with him an awful lot when I was a young lad at Citibank in Sydney and he was already building better mousetraps with Long dated FX swaps... forwards, and all kinds of derivative products.... We were both huge history buffs and I was real into uncovering the so called master computer trading systems.... and also was big in TA and time cycle research. JP