# All Questions

2 views

### Fit Simple VAR model in Matlab

I've been trying to fit the following model in Matlab: $\beta_{t}=a+Mt+A\beta_{t-1}+\epsilon_{t}$ Where a is a constant, M is a vector of trend parameters and A a cross-factor interaction matrix. I'...
2 views

### Nasdaq 100 Index Liberty Media Tracking Stocks

Having trouble getting the exact changes to Nasdaq 100 Index for Liberty Media split. What were the Liberty Media related stocks in Nasdaq 100 before April 18th 2016 and then after April 18th 2016 ? ...
22 views

### forward space vs zero space in finance jargon

Would anyone know what does it mean to value an asset in "forward space" versus "zero space" ? where does one start from when trying to dig into the meaning of this? Thanks in advance.
264 views

### Can I use PyAlgoTrade for Forex?

Is it possible to use PyAlgoTrade for Forex related algorithms? If it is, please point me in the right direction on how to get PyAlgoTrade to work on Forex data.
52 views

### Can someone check this boundary condition for me?

At the moment I'm comparing plots between the implicit numerical Black-Scholes PDE and the Monte-Carlo Method for the Black-Scholes equation. However, for the particular boundary condition I'm using I'...
18 views

### Forex Market Timezones

I need to store OHLC data from the Forex Market. I live in the UK which is presently in British Summer Time +1. The Forex Market EST, which is normally -5 from GMT. I'm not sure how Eastern ...
29 views

### Error using ghyp-distribution function

I want to fit multivariate GH distribution on my data, and then generate simulations for that distribution. Using the instructions given in ghyp package, I wrote following lines of code in R. ...
6 views

### caluclate the 0.50 Beta of an Index

I am trying to come up with a benchmark 0.50 Beta S&P 500 Index. I have 1 year time series data of 500 constituents of the S&P 500 Index. Using the standard stock beta calculation method, ...
35 views

14 views

### VAR FPCA analysis paper replication

I've been trying to replicate the following publication: toronto.edu/sjaimung/papers/VAR-FPCA.pdf but i havent been able to get the same results estimating the $\beta_{k}$ parameters. First, I got ...