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Blessed Correlation. Damned Correlation.
Everyone knows the concept of correlation, and everyone has surely seen a Cartesian plan where two funds are depicted growing over the...
Beatrice Badalotti
Sep 6, 20192 min read
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How to create a Montecarlo simulation in Excel.
Few people know that the fundamentals of the Montecarlo simulations are attributed to Enrico Fermi and Jon Von Neumann, the latter being...
Beatrice Badalotti
Sep 6, 20192 min read
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Now let’s talk about Standard Deviation from a “non-standard” point of view.
The Standard Deviation is an indicator that looks at dispersed data around a position index; it is one of the few statistical indicators...
Beatrice Badalotti
Sep 6, 20194 min read
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The fallacy of Mean/Variance indicators.
I’d like to present a lesson by professor Ruggero Bertelli on the subject of deterministic statistical indicators as they compare to...
Beatrice Badalotti
Sep 5, 20194 min read
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