Chapter 3
Statistical Concepts and Market
Return
Nature of statistic
Statistics :
Data
Method
2 Method
Descriptive Statistics
Study how data can be summarized effectively to describe the important
aspects of large data sets
Statistics Inference
Involve
Sampling and
Estimation
Introduction
How to sample and to use sample information to estimate population
parameter
Core of chapter: central limit theorem and estimation
End of chapter: discussion of theninterpretation of statistical results
based on fin
Scatter plot
A scatter plot is a graph that shows the relationship between the observations for
two data series in two dimensions.
Scatter plots are formed by using the data from two different series to plot
coordinates along the x- and y-axis, where one
Chapter 11
Portfolio Concepts
Mean Variance Analysis
Mean Variance portfolio theory, the oldest and perhaps most
accepted part of modern portfolio theory, provides the
theoretical foundation for examining the roles of risk and
return in portfolio selecti
Hypothesis Testing
Introduction
Hypothesis Statement about one or more
populations
Scientific Method Observations and
Formulation of a theory to organize and
explain observations
Hypothesis Testing
1. Stating the Hypothesis
2. Identifying the appropriat
Chapter 9 : Multiple
Regression and Issues in
Regression Analysis
Introduction
Multiple linear regression (4)
Using dummy variables in regressions
Violations of regression assumptions (4)
Model specification and error in specification (4)
Models wit
Chapter 10
Time-Series Analysis
1. INTRODUCTION TO TIME-SERIES ANALYSIS
Use time-series data to make investment
decisions
Time series is a set of observation on a
variables outcomes in different time periods
2 chief uses of time-series models: to expla
When to Sell a Winner
There's no tougher question you can ask a value investor than "When do you sell?"
Buying cheap stocks is (relatively) easy. Knowing when to sell them after they're no longer
screaming bargains is hard. The good news, however, is that
http:/www.elliott-wave-theory.com/elliott1.html
The Elliott Wave Principle
1.
2.
3.
4.
5.
General
Basic Theory
Patterns
Channeling
Fibonacci ratios
1. General
The Elliott Wave principle was discovered in the late 1920s by Ralph Nelson Elliott. He
discover
Fine-Tune Your Stock-Selling Rules
INVESTOR'S BUSINESS DAILY
Posted 11/26/2001
In this lesson, Bill O'Neil discusses some of the most important selling rules. Bad signs include
slower profit growth and lower-volume breakouts.
Q: What advice do you have fo
The Peter Lynch Approach in Brief
Philosophy and style
Investment in companies in which there is a well-grounded expectation concerning the
firms growth prospects and in which the stock can be bought at a reasonable price. A
thorough understanding of the
John Murphy's Ten Laws of Technical Trading
1. Map the Trends
Study long-term charts. Begin a chart analysis with monthly and weekly charts spanning several years. A
larger scale map of the market provides more visibility and a better long-term perspectiv
Accumulation/Distribution
Accumulation/Distribution is a momentum indicator which takes into account changes in
price and volume together. The idea is that a change in price coupled with an increase in
volume may help to confirm market momentum in the dir