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#1
05-26-2007, 05:09 AM
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Re: Morgan Stanley says stocks could fall 10%
[ QUOTE ]
Question for the statistically minded: If you have an asset with a 17% standard deviation, how often can you say it will fall at least 10% in the next six months and end up being right on purely the basis of statistical fluctuation (incorrectly assuming a Gaussian dsd). [/ QUOTE ] what do you mean "end up being right"? Barron 
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#2
05-26-2007, 05:24 AM
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Re: Morgan Stanley says stocks could fall 10%
[ QUOTE ]
[ QUOTE ] Question for the statistically minded: If you have an asset with a 17% standard deviation, how often can you say it will fall at least 10% in the next six months and end up being right on purely the basis of statistical fluctuation (incorrectly assuming a Gaussian dsd). [/ QUOTE ] what do you mean "end up being right"? Barron [/ QUOTE ] i think he's referring to morgan stanley being right about their prediction. confused me too.
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#3
05-26-2007, 09:39 AM
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Re: Morgan Stanley says stocks could fall 10%
I believe he is asking what the chances are of the 10% dip just do to the deviation (not due to any correction or mis-evaluation). Put another way, what are the chances that the market dips 10% (thus making the prediction seem correct) if I blindly make the same prediction at some random time.
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#4
05-26-2007, 11:20 AM
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Re: Morgan Stanley says stocks could fall 10%
[ QUOTE ]
I believe he is asking what the chances are of the 10% dip just do to the deviation (not due to any correction or mis-evaluation). Put another way, what are the chances that the market dips 10% (thus making the prediction seem correct) if I blindly make the same prediction at some random time. [/ QUOTE ] QFT
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#5
05-26-2007, 06:25 PM
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Re: Morgan Stanley says stocks could fall 10%
[ QUOTE ]
[ QUOTE ] [ QUOTE ] Question for the statistically minded: If you have an asset with a 17% standard deviation, how often can you say it will fall at least 10% in the next six months and end up being right on purely the basis of statistical fluctuation (incorrectly assuming a Gaussian dsd). [/ QUOTE ] what do you mean "end up being right"? Barron [/ QUOTE ] i think he's referring to morgan stanley being right about their prediction. confused me too. [/ QUOTE ] ah, good looks Barron
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