303 reputation
16
bio website assylias.wordpress.com
location London, United Kingdom
age 36
visits member for 2 years, 4 months
seen yesterday

My work combines statistics and programming.

  • I am the author of jBloomberg, a high level wrapper around the Bloomberg Desktop Java API
  • my blog is a combination of those passions.

1d
comment Exporting Time Series Data For Securities Prices From Bloomberg to Excel
The Excel addin is included in your subscription - so if you have a Bloomberg terminal you also have access to the Excel addin...
Jul
24
comment where to find historical option prices?
Bloomberg coverage and reliability (at least on market data, i.e. actual traded prices) are fine. Calculated analytics or greeks may or may not be what you are after as they are model based.
Jul
11
comment Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
@simplethings the Bloomberg equivalent would be AAPL UW Equity.
Jun
29
answered How to interpret beta meaningfully?
May
30
comment Best performing stocks in given year
Have you tried HELP HELP? Also if there is no function you can do that fairly easily in Excel.
May
15
comment Forex brokers with free API compatible with Node.js
meetup.com/batsig/events/130829582
Mar
21
comment evaluating portfolio performance without knowing the amount held on cash accounts
@Noobie You need to make an assumption on leverage / cash held, for example by using an average number if that is a fairly stable metrics. For example, if it's a long only strategy, you could consider that the strategy is always 100% invested.
Mar
14
comment Is there evidence that illiquid stocks, held less by institutions, have more price momentum?
@Probilitator Feel free to use the link if you want to answer in more details.
Mar
11
comment Is there evidence that illiquid stocks, held less by institutions, have more price momentum?
No the opposite: they find a (small) momentum effect in liquid stocks but an "anti-momentum" (mean reverting?) effect in illiquid stocks.
Mar
11
comment Is there evidence that illiquid stocks, held less by institutions, have more price momentum?
papers.ssrn.com/sol3/papers.cfm?abstract_id=1800754
Feb
26
comment Bloomberg Alternative for Quant Fund
Why do you need an alternative? Do you need some data that is not available in Bloomberg? Is it a cost issue?
Feb
25
awarded  Citizen Patrol
Dec
13
comment Bloomberg interest rate interpolation
They may interpolate based on actual issues closer to the target date than the 2 or 3 year...
Sep
5
revised For a interdays trading backtest system, should I put day open, close, high, low, volume separately into array?
deleted 55 characters in body
Sep
5
answered For a interdays trading backtest system, should I put day open, close, high, low, volume separately into array?
Aug
31
comment How to compute the volume of an index from the volume of its constituents?
@EmmanuelBourg On Bloomberg. The sources you have looked at probably show the aggregate volume across several exchanges.
Aug
29
answered How to compute the volume of an index from the volume of its constituents?
May
27
awarded  Yearling
May
27
revised What does the prefix PX stand for on a Bloomberg Terminal?
added 65 characters in body
May
27
answered What does the prefix PX stand for on a Bloomberg Terminal?