6/04/2010
Jobless Claims and Hotjobs Jobs Listing
Here is a comparison between Jobless Claims and Hotjobs Jobs Listing data.
6/03/2010
S&P 500 Historical and Simulated Results
S&P500 monthly data from Jan 1950 to Jun 2010 (SPX from finance.yahoo.com). The first graph shows the 20 years annualized performance (before v.s. after)
From the two graphs, we can see the simulated random walk result is more scattered with a lower R value.
The second graph shows the simulated result (mean=5.7347%, sigma=14.601%).
From the two graphs, we can see the simulated random walk result is more scattered with a lower R value.
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