Some extra findings

I think it is very important to work with daily data where it is available. In the charts below I show the histogram of 20yrs of daily returns on the S&P500 index. What I notice is there is some negative auto-correlation, I find that quite interesting..

Rplot23Rplot21

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s