Article Archive For Keyword: Returns On

Download
Article

• $NYA Returns On Bullish Track?

  ARTICLE SYNOPSIS...The NYSE Composite Index completed its black crow formation. What's next?

AUTHOR: Chaitali MohileDATE: JUN 2007

Download
Article

• Computing Expected Returns On Options Strategies

  ARTICLE SYNOPSIS...With the many strategies you can trade, computing expected returns can be tedious. Using one strategy as an example, we look at how calculating maximum profit and loss plus factoring in the probability of profit can identify profitable statistical arbitr

AUTHOR: Douglas Lyon, PhDDATE: FEB 2019

Download
Article

• SIDEBAR: MEASURING ASSOCIATION BETWEEN RETURNS ON TWO ASSETS

  ARTICLE SYNOPSIS...MEASURING ASSOCIATION BETWEEN RETURNS ON TWO ASSETS The covariance between the total returns on two assets X and Y is defined as the average over the entire period of the products consisting of asset X's return in a given subperiod less its average retu

AUTHOR: Technical Analysis, Inc.DATE: DEC 1991