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2d
comment Calculating Asset Returns
You don't have to explain to me. What I mean is that you question up there is unclear. The chances that someone will take the time to answer it are higher if you formulate it clearly. At the moment it is not clear what you are asking.
2d
comment Why do we need to use the very old data to predict the new trend in regression modeling in stock?
Which kind of horizon do you want to forecast? If you want to forecast 1 day or 1 week (which is in my opinion impossible) then I am sure you will not need 10 years of data .. please add references and make your question clearer.
Apr
15
comment Calculating Asset Returns
What do you actually ask? How can daily returns be the same if the futures trade on A for 8 hours and on B for 16 ours? You can not annualized returns by the square-root - this holds for volatilities under some assumptions. What is the actual question? Can you make this more clear?
Apr
15
revised Observed market price for the August-Greece-paid bonds were the NPV of the bond or of an option?
added 18 characters in body; edited title
Apr
9
answered Correlated Random Number Generation using Sobol?
Apr
8
comment Why is rate of return on the stock normally distributed under GBM?
It is absolutely usual to call it log-return as far as I know ... it was simply necessary to say what $r_t$ could mean ... please formulate your question clearly in the future.
Apr
8
revised Why is rate of return on the stock normally distributed under GBM?
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Apr
8
comment Why is rate of return on the stock normally distributed under GBM?
Your comment gives additional input. One could say so many things ... I will add one more comment..
Apr
7
comment Why is rate of return on the stock normally distributed under GBM?
I edited the question a bit to make it clearer - I hope, I got it right.
Apr
7
revised Why is rate of return on the stock normally distributed under GBM?
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Apr
7
answered Why is rate of return on the stock normally distributed under GBM?
Apr
7
revised On an application of Ito's lemma
edited title
Apr
7
comment Please give a step-by-step explanation on how to build a factor model
John you are strict ;) but right too. Whenever I use papers in an answer then I try to find links too ... to have a complete answer ... that's my standard, but I accepted pbr142's answer anyways as I think that it is very complete already.
Apr
7
accepted Please give a step-by-step explanation on how to build a factor model
Apr
7
comment Please give a step-by-step explanation on how to build a factor model
Thanks for your great answer. I have to decide between yours and pbr142's. Somehow I think that the latter is slightly more complete. Thanks again!
Apr
6
comment Please give a step-by-step explanation on how to build a factor model
Very nice answer! Do you have a couple of links at hand too? For the most important papers that you refer to? This would make the answer 100% complete ... thanks for your efforts!
Apr
6
revised Please give a step-by-step explanation on how to build a factor model
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Apr
1
awarded  Nice Question
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
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Apr
1
answered Simulating Brownian motion with jumps