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1d
comment Definition of risk factors for market risk scenario testing
Link to paper, www-users.york.ac.uk/~pns2/forex.pdf
1d
comment Bond in relation to US T-Bill/Risk-Free rate
The overnight rate is also used in some cases.
Jul
3
comment Historical Daily NAV for Closed End Funds
I couldn't find the corresponding NAV for CH or FT, so I am not sure.
Jul
2
comment According to Lo and MacKinlay (1990), momentum profits can be divided in 3 parts. What do they represent exactly?
the formulas copied incorrectly
Jul
2
comment Historical Daily NAV for Closed End Funds
This is correct, also some CEF's with 2 letter tickers are weird i.e. GF becomes XGFNX
Jul
2
comment Conversion of SPY prices to ES prices
it's not that simple
Jul
1
revised volatility factor
fix typo, added reference
Jul
1
suggested approved edit on volatility factor
Jun
30
comment List of momentum indicators
if no one posts one I can start a list here with the common ones.
Jun
30
asked List of momentum indicators
Jun
22
comment Options on Volatility Control Index
Not all options are exchange listed.
Jun
22
comment Why there are almost no book for revenue analytic?
try searching revenue forecasting instead
Jun
18
revised Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
added link
Jun
18
suggested approved edit on Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
Jun
18
comment Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
GSAM also published a book on asset management to compete with Barclay's Global Investors(now BlackRock), amazon.com/Modern-Investment-Management-Equilibrium-Approach/dp/…
Jun
17
comment What are Sell Imbalance-Only Orders?
@JasonN I copied that straight from Nasdaq's website.
Jun
16
revised How to properly assess the costs of replicating an index via futures contracts?
added missing link
Jun
16
revised What are Sell Imbalance-Only Orders?
added 6 characters in body
Jun
16
revised What are Sell Imbalance-Only Orders?
added 6 characters in body
Jun
16
answered What are Sell Imbalance-Only Orders?