Reputation
395
Top tag
Next privilege 500 Rep.
Cast close & reopen votes
Badges
1 7
Impact
~7k people reached

2h
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")
Jun
25
answered Is there a Bloomberg field for the first trading date after an event?
Jun
10
answered Export security description data from bloomberg into excel
Jun
5
comment Bloomberg tick data timezone offset
Wow that's scary - thanks for sharing your results.
May
28
comment Bloomberg tick data timezone offset
No I'm afraid.. If I do find something I'll let you know, but won't be soon... Maybe somebody else has an answer.
May
28
comment Bloomberg tick data timezone offset
Yes it's a bit of a mess - even looking at QR/QRM sometimes gives weird results...
Jan
29
comment Bloomberg equity option volatility data
I don't think there is one field for that. I suspect you would have to get the volatility for several options (various strikes/maturity) and draw the surface from that data. HELP HELP on Bloomberg may know better.
Jan
29
answered Bloomberg equity option volatility data
Jan
29
comment Bloomberg equity option volatility data
The easiest way to find a field is to go to a ticker you are interested in on a terminal, say SPY US 02/20/15 P200 Equity <Go> and then type FLDS VOLATILITY: you will see a page with a list of fields related to volatility.
Nov
26
comment How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
If you managed to get daily data there is no reason you can't get intraday data. Can you post the formula you are using?
Nov
14
revised Why do Earnings Per Share matter?
added 28 characters in body
Nov
13
answered Why do Earnings Per Share matter?
Oct
6
comment finding the strike / maturity of warrants given their ISINs
I don't know optionmetrics.
Oct
6
answered finding the strike / maturity of warrants given their ISINs
Sep
26
revised factor models and using cross section regression
fixed link + other minor changes
Sep
26
suggested approved edit on factor models and using cross section regression
Sep
24
awarded  Autobiographer
Sep
23
comment Bloomberg Pricing Sources: TRAC vs. BGN vs. BVAL etc
TRAC only reports trace eligible trades (see TRAC <Go> for more info). BGN is indeed an old version of BVAL. For more info on BVAL: BVLI <Go>. HELP HELP should be able to give you that information too.
Sep
16
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.