Cobb Douglas hooked up with a band 10 last night. Mostly normal backwardation until he immunized over her efficient frontier. Worst part - she gave him heteroskedasticity
I approve of this message.
wow
I told the woman of my dreams that I had an above average weighted cost of capital. She stress tested my tail value at risk only to realize that I was exhibiting implementation shortfall. Type II error, such is life.
I got all contango’d up in a leptokurtic woman’s hedge this past weekend. After anchoring my delta, I was finally able to meet my liquidity requirement, however.
LOL
Before I get a girl’s number I make sure her Sharpe Ratio times our correlation is greater than my Sharpe Ratio so I can add her to my portfolio.
When meeting a really attractive woman make sure your unit root reverts back to its mean before standing up.
Oh yes, Mr. Tobin q has that problem.
Once you go Black litterman - you never go back…
I use top down approach rather bottom up when looking at a girl…
anyone?
I was told using both together is better
Quite possibly the best post in the forum. \m/
Honey, I am going to tilt my duration so you can experience full blown active management.
Since I cannot get the real thing I adjust my Fed Model for inflation.
My ex girlfriend was into S&P, made me rationally bound her.
+1
She did an inverse head&shoulders on me after having checked out my quick ratio. She then rode the wave Fibunacci style before disclosing her additional compensation arrangements - which I settled with soft dollars in return…
M’am, I’m going to exercise my option to butterly spread your short position and long straddle you in the right direction, while anchoring and adjusting my three factor model to the sensitivity of your output.
Breusch Pagan & Grinold Kroner were doing the wobbly H-Model to Miss Taylor Rule. She demanded them to pull out their TIPS and and spread-duration over her breadth.