milktrader/ecdf_thursdays.jl

Created April 25, 2013 01:44

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What is the chance we'll see a loss of 10 percent or more in the SPX return for a Thursday?

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ecdf_thursdays.jl

	julia> log_return(indexdow(GSPC, 5)["Close"]);

	julia> foo = ecdf(ans);

	julia> foo(-0.10)
	0.0012492192379762648

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