more hedge effectiveness testing vince ,
have you seen the latest version of our article ? in a nutshell , it
establishes both what ' s right and what ' s wrong with r - squared / regression .
essentially , r - squared is fine provided that the amount of the derivative
optimal , but otherwise it makes little sense .
please let me know what you think about this .
regards ,
andy
andrew kalotay associates , inc .
( 212 ) 482 - 0900
andy @ kalotay . com
visit our web - site http : / / www . kalotay . com
- fasl 33 article . pdf
more hedge effectiveness testing
vince ,
have you seen the latest version of our article ? in a nutshell , it
establishes both what ' s right and what ' s wrong with r - squared / regression .
essentially , r - squared is fine provided that the amount of the derivative
optimal , but otherwise it makes little sense .
please let me know what you think about this .
regards ,
andy
andrew kalotay associates , inc .
( 212 ) 482 - 0900
andy @ kalotay . com
visit our web - site http : / / www . kalotay . com
- fasl 33 article . pdf