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3
votes
1answer
30 views

Historical Financial Statement to Backtest in R

I would like to preface this by saying I am preparing for an upcoming internship this summer so I am extremely new to Quant Finance. At my university we have access to Datastream by Thomson Reuters ...
0
votes
0answers
10 views

discounted price economic meaning

Could you please explain why we discount the prices using bank account or some numeraire, what is its economic meaning. Specifically The movement of the security prices relative to each other ...
2
votes
2answers
45 views

Finding Expression for Optimal Markowitz Weights

So there are two assets with return rates $r_1$ and $r_2$ which have identical variances and a correlation coefficient $p$. The risk free rate is $r_f$. I need to find an expression for the optimal ...
0
votes
0answers
9 views

How much money should i ask for a this software? [migrated]

We are having a meeting tommorow and I have to come up with price for the it system. What thay want is: Database with around 20 tables Web managment system and Web API iOS app Android app Windowos ...
0
votes
1answer
77 views

Difference in weekly and monthly data

I am confused about the following: I checked daily and weekly prices for Exxon (and also GE). But the values for Open, Low, High, Close, Vol., Adj. Close for both data streams seem to differ from each ...
0
votes
0answers
31 views

Where can i find financial data of CDO's starting from 1996

I'm searching for financial information on CDO's from 1996. These infos should include: Collateral,Type (RMBS, CMBS, CDO2, CLO, ABS,etc.) their course, Underlying, Rating, duration,year,and interest ...
0
votes
0answers
47 views

Transaction costs of lending and borrowing

What are the transaction costs of lending and borrowing? How financial intermediaries reduce transaction costs of lending and how they reduce costs of borrowing? Thank you!