RESCALED RANGE ANALYSIS
A statistical analysis of a time-series of financial data that attempts to find patterns that might repeat in the future. While rescaled-range analysis techniques have proved useful in other mathematical endeavors, the evidence for its use in analyzing financial data remains somewhat unproven. There are two main variables used in this technique – the range of the data (as measured by the highest and lowest values in the time period), and the standard deviation of the data. A derivative of this mathematical result is known as a Hurst exponent; if a trend actually exists in the data, this Hurst exponent can extrapolate a future value or average for the data point.
POPULAR TERMS
Target Return
Pricing model used in valuing a business based on what an investor expects from any capital invested in the firm. It is computed by adding the amou ...
Remainder Man
An individual who receives the remaining principal in a trust account after all required payments have been made, such as those to the beneficiary ...
Average Collected Balance
The total average of the collected funds in a bank account in a month. The balance is calculated by adding the collected balance and dividing it by ...
Bankable Funds
Forms of payment that are accepted at financial institutions. Retailers and other organizations that directly accept payments from customers typica ...
Prudent-Person Rule
A legal maxim that restricts the discretion in a client's account to investments that a prudent person seeking reasonable income and preservati ...
POPULAR ARTICLE
SEE FOREX TUTORIAL
Students, How Much Can You Afford to Borrow?
You are about to finish high school. The financial aid office of the university you are considering gave you a financial aid. You are also qualifie ...
An Introduction to Insurance
Most people in the world own insurance. Insurance take a lot of forms such as medical insurance, automobile insurance, and the most common of them ...
Buying a Home: Selecting a House Suitable for Your Needs
After choosing the best location of your new house, it is about time to decide on the home that you want. Basically, there are three types of homes ...
A Guide to Your Personal Income Tax: Common Filing Mistakes
Failure to file the return on time is the most common mistake committed by taxpayers. Here are some of the other mistakes, which can cost you a lot ...
Digesting Financial Statements: Filing
Companies need to file several financial reports in different periods with the Securities and Exchange Commission.
14A Prox ...
ECONOMIC CALENDAR
Time | Country | Indices | Period |
---|---|---|---|
04:00 | Expected Annual Inflation 2y from now | 4 quarter | |
07:00 | Economy Watchers Survey | Oct | |
10:30 | New Yuan Loans | Oct | |
01:30 | Westpac Consumer Sentiment | Nov | |
01:50 | M2 Money Supply + CD | Oct | |
02:30 | NAB Business Confidence | Oct | |
08:00 | Prelim Machine Tool Orders | Oct | |
09:00 | CPI | Oct | |
09:00 | Harmonized CPI | Oct |