Sep 29, 2013
SPY 1000-tick open-close log returns over the last 140 days. Normal and Student's-t fitted, the latter with 17.85 nu/degrees of freedom. Seems like a pretty solid fit to me, though the markets have been calm for the last year.
seen from Netherlands
seen from United States
seen from United States
seen from Belgium
seen from China
seen from United States
seen from Malaysia
seen from Japan
seen from China
seen from United States
seen from Germany
seen from Singapore
seen from Germany
seen from Malaysia
seen from Ukraine
seen from Netherlands
seen from Canada
seen from Russia
seen from China
seen from China
SPY 1000-tick open-close log returns over the last 140 days. Normal and Student's-t fitted, the latter with 17.85 nu/degrees of freedom. Seems like a pretty solid fit to me, though the markets have been calm for the last year.