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20-08-2014, 10:27 PM
(This post was last modified: 20-08-2014, 10:42 PM by Curiousparty.)
Yes, I agree with you wholeheartedly, i.e. historical standard deviation might not tell us the future trend of deviation.
It is the assumptions that went into the model which is very subjective.
I asked many times for value buddies to provide me with more "expert opinions" but no one wanted to give me anything. which was why I just took the liberty to do it myself.
And of course, I know there will be many critic once I released the details of my model...
I am most willing to "learn" from all the criticisms and improve my model for future rounds of sunsine's result (provided it is still "around" at that point in time).
tks.
It is the assumptions that went into the model which is very subjective.
I asked many times for value buddies to provide me with more "expert opinions" but no one wanted to give me anything. which was why I just took the liberty to do it myself.
And of course, I know there will be many critic once I released the details of my model...
I am most willing to "learn" from all the criticisms and improve my model for future rounds of sunsine's result (provided it is still "around" at that point in time).
tks.
(20-08-2014, 10:23 PM)mrEngineer Wrote: In monte Carlo simulations I always question how do you calculate the standard deviation. This is not a number that you can use the historical distribution to forecast for the future. It simply do not make sense
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