Reputation
494
Top tag
Next privilege 500 Rep.
Cast close & reopen votes
Badges
2 7
Newest
 Yearling
Impact
~12k people reached

Feb
5
comment Historical volatility on bloomberg API
For example, for 90D vol, VOLATILITY_90D (you also have 10D, 30D, 120D, 260D, 360D etc) or INTERVAL_VOLATILITY with overrides for specific periods.
Feb
5
comment Price of an equity
en.wikipedia.org/wiki/Forward_price
Feb
4
answered Price of an equity
Jan
19
comment How to download efficiently intraday data with Bloomberg API?
using an EventQueue synchronizes the response and I don't think it will improve performance much. What would probably improve your throughput is to run requests in parallel (in several threads)
Jan
14
revised Rblpapi / bdh - how to download prices for all weekdays - regardless if it is a bank holiday
Improve formatting
Jan
14
revised Rblpapi / bdh - how to download prices for all weekdays - regardless if it is a bank holiday
Improve formatting
Jan
14
suggested approved edit on Rblpapi / bdh - how to download prices for all weekdays - regardless if it is a bank holiday
Jan
14
suggested approved edit on Rblpapi / bdh - how to download prices for all weekdays - regardless if it is a bank holiday
Oct
27
comment Returning historical yield rates for Mortgage Backed Securities in a Bloomberg Terminal?
Have you asked HELP HELP?
Sep
23
comment Vendor data aggregation for Options on Futres
Have you tried with ISIN/CUSIP?
Sep
3
comment Bloomberg implied volatility smile for equities
Press F1 F1 (Help Help) on a terminal and ask...
Sep
3
comment Bloomberg implied volatility smile for equities
Have you asked them? HELP HELP is your friend...
Aug
21
comment What does the prefix PX stand for on a Bloomberg Terminal?
@Den yes it should be the same - obviously being a reference request you will get a snapshot of the price at the time of the request but it won't update afterwards.
Aug
21
comment How do I calculate approximate equity liquidity?
@Den 1. bid-ask spread is another measure of liquidity but you can have stocks with tight spreads that trade less $ a day that stocks with wider spread - if your goal is to decide how much you can trade, bid/ask won't help much, if your goal is to decide if an algo with be profitable then bid/ask spread may be very relevant. 2. yes of course.
Aug
20
comment Strange / Incorrect / Unusual Data on Google Finance 1988
It's an error...
Aug
20
awarded  Yearling
Aug
20
answered How do I calculate approximate equity liquidity?
Jul
26
comment Can you tell me what this RBloomberg formula means?
You should ask HELP HELP on your terminal.
Jul
6
comment Can you tell me what this RBloomberg formula means?
They affect the way corporate actions are taken into account (splits, dividends etc.).
Jul
5
comment Can you tell me what this RBloomberg formula means?
Yes it looks like it - have you taken the overrides into account? ("CshAdjNormal=Y","CshAdjAbnormal=Y","CapChg=Y")