# Tagged Questions

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0answers
20 views

### Should you use converted currency when fitting a Generalized Linear Model

So long story short, my data set has a bunch of currency values (ie: Dollars, Euros, Pounds) over the span of several years. The original idea was that I should use a daily conversion rate to ...
3answers
61 views

### Looking for an algorithm to generate (dummy) share price data

Is there an easy-ish way I can generate "dummy" share price data for the purposes of data visualisation techniques etc.? Essentially I want to have something like the "Adventure Works" of price data. ...
1answer
1k views

### Markit PMI vs ISM PMI

What is the difference between the Markit Manufacturing PMI and the ISM Manufacturing PMI? The monthly number differs a lot, my understanding is that they are trying to indicate the same thing.
2answers
2k views

### Is there a formula for future value of a growing annuity with yearly payment growth and monthly payments?

My example is saving for college: assume a start of 0 balance deposits of 200 made monthly, every year they increase by (g) 2% to account for salary increases, first deposit made at the end of the ...
0answers
43 views

### Rational expectation meaning

What does rational expectation (RE) mean in agent-based modeling context? What are the relationships between RE and expectation and outcome?
3answers
749 views

### Market weights for Black-Litterman

I'm trying to implement Black-Litterman for an arbitrary selection of assets. One of the input for BL is the "Equilibrium market capitalization weights for each asset". In most examples I've seen, ...
2answers
772 views

### Gradient tree boosting — do input attributes need to be scaled?

For other algorithms (like support vector machines), it is recommended that input attributes are scaled in some way (for example put everything on a [0,1] scale). I have googled extensively and can't ...
1answer
373 views

### Risks of issuing an Autocallable Note

Let's say that I'm issuing an Autocallable Note with the following features: Underlying: FTSE 100 Autocall Observation Frequency: Annual Observation Autocall Level: 100% of Initial Level of FTSE ...
1answer
94 views

### Why is there no closed-form equation for XIRR?

Everything I have read about XIRR (e.g., as calculated in Excel) says that there is no closed-form equation and it must be calculated by iterated approximation. Could someone give a brief ...
2answers
2k views

### Best tool to generate cashflow diagrams

I often have to generate cashflow diagrams. I was wondering if anyone has a good tool to generate them in either $\LaTeX$ or a picture?
0answers
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### Overnight Index Swaps

Just a very quick general question regarding the OIS market. Is it common place on termsheets to state a PV Notional and additionally a FV notional, if so what is the purpose of this and does market ...
0answers
58 views

1answer
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### CFTC CPO Exemptions

What are the exceptions set by the CFTC which exempt Commodity Pool Operators (CPO) from registering as such?
0answers
102 views

### How to calculate the Metropolitan Transportation Authority of New York's market capitalization or fair market value? [closed]

ok, so I can't post more than 1 link since I'm a noobie noob, and in the course of correcting this, Stack managed to delete my post. so here's the more abbreviated, slightly irritated author version… ...
1answer
554 views

### What is a Structurer?

People "on the Street" distinguish between quants and structurers. Who are the structurers? what do they do?