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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...
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")
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
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?
Oct
6
comment finding the strike / maturity of warrants given their ISINs
I don't know optionmetrics.
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.
Jul
11
comment Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
@simplethings the Bloomberg equivalent would be AAPL UW Equity.
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.