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bio website kylebalkissoon.wordpress.com
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visits member for 3 years
seen Mar 17 at 15:44

Mar
14
comment Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?
Systematic Investor Toolbox masks base R functions, I would recommend against it.
Mar
14
answered Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?
Mar
9
awarded  Yearling
Feb
19
comment Computing the minimum variance portfolio
Are you like for Programming code or math?
Feb
19
comment How to pull an exhaustive list of securities traded globally, on bloomberg?
You can specify that in the search I assume the default is yes but in can be precised in EQS
Feb
18
comment How to pull an exhaustive list of securities traded globally, on bloomberg?
Just enter those into the fields in the results screen of EQS, I updated the answer with the instructions
Feb
18
revised How to pull an exhaustive list of securities traded globally, on bloomberg?
added instructions
Feb
17
comment Is CAPM a failure?
I would suggest the Fama-French Carhart en.wikipedia.org/wiki/Carhart_four-factor_model
Feb
17
answered How to pull an exhaustive list of securities traded globally, on bloomberg?
Jan
21
comment R TTR/RSI does not behave like a Bloomberg RSI
@Datageek : How are you getting a different answer with EMA and the default?
Jan
21
comment R TTR/RSI does not behave like a Bloomberg RSI
Reading the source of TTR, it appears an EMA is being used by default on the diffs in price, Datageek: Are you specifying SMA?
Jan
20
revised Weighting with restrictions, but no clear objective function?
deleted 3 characters in body
Jan
20
comment Any New Discoveries in Quantitative Finance?
I wasn't really sure what OP defined as discovery, so I linked to a journal I read for new ideas
Jan
20
answered Weighting with restrictions, but no clear objective function?
Jan
20
awarded  Student
Jan
20
comment What is the the correct treatment while short for the cash in lieu of a reverse split?
Done, thanks for your guidance
Jan
20
revised What is the the correct treatment while short for the cash in lieu of a reverse split?
added equations and formatting, edited title
Jan
20
comment What is the the correct treatment while short for the cash in lieu of a reverse split?
Added formatting and tried to clarify
Jan
20
revised What is the the correct treatment while short for the cash in lieu of a reverse split?
added equations and formatting
Jan
19
asked What is the the correct treatment while short for the cash in lieu of a reverse split?