New answers tagged equities
Any share can be listed on any exchange. However Yahoo allows you to get the Price Data per exchange. So the Price Data (including volume) you download will be the volume that was traded on the exchange that you have specified to get the Data from. Not an accumulation of exchanges that the company may be listed on. When you type a ticker in google, the ...
Equity is for the bulls; debt is for the bears. It depends on what kind of capital is available for financing and what the group needing capital can offer in terms of security. Early stage startups have nothing to offer but future returns (especially if they are cash-flow negative). A high risk investment with little collateral and a high burn rate may not ...
You need a risk model to understand the sources of risk for your stock. If the risk factors can be traded then you can use the factor loadings to hedge your risk.
You sell your stock $S$ against some cash.
Levered ETFs have the behavior similar to power contracts, but there aren't any listed options. Some banks should be able to sell you OTC contracts, although I doubt you can do any arbitrage like trade if you are hoping to do - the bid and ask will kill you!
In most of the literature on the information content of various volatility estimator the relevant question is whether a particular estimator can predict (is correlated) with future realized volatility. Hence, the testing regression would be $$ RV(t,T) = \alpha + \beta VOL(t) + \epsilon(t) $$ where RV(t,T) is an estimate of the realized volatility from t to ...
Richard nails it. One needs to distinguish the forward price (or just "forward"), which is a number that denotes at which strike you can now enter a forward without upfront payment, and the value of a forward contract, which is typically zero at inception (if the strike chosen is indeed the forward price), but then varies over time, and ends up as $S(T) - ...
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