Structural equation modeling for objective financial forecasts
Hi Paolo, Good site/ information. Do you have anything to say about Indian stocks/ index. NCP.
Thanks NCP. I don't have any models for the Indian equity exchanges.
Paolo, after performing very well for quite some time, your VIX model appears to be be diverging.I know manipulation is a controversial subjuecypt but one can't help wondering how it is that some of your market models work so well and and others DID at ONE stage appear to work well and now they don't, ie. DOWI am now suspicious of the whole market in genersl. Afterall many completely shun any notion of market intervention and yet isn't POMO in and of itself a form of manipulation?I think so, as I do of HFT.Cheers
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