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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 9 months |
| seen | yesterday | |
| stats | profile views | 37 |
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May 9 |
comment |
When calculating CIP between EU and US, which interest rates data to use? Agree with the German bills, considering they largely control policy on the Euro. |
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Apr 29 |
awarded | Custodian |
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Apr 29 |
reviewed | Approve suggested edit on How to calculate unlevered beta |
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Apr 29 |
answered | How to calculate unlevered beta |
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Apr 28 |
comment |
analyze strategy performance with given matrix of weights/time and weekly returns in R Of course its possible - I think what you're actually asking is has someone already built a package/function for you. |
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Mar 29 |
revised |
Assessing Forcasting with Correlated Residuals added 306 characters in body |
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Mar 29 |
answered | Assessing Forcasting with Correlated Residuals |
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Mar 28 |
answered | YTM and current yield |
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Mar 21 |
revised |
Credit risk data added 247 characters in body |
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Mar 21 |
answered | Credit risk data |
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Mar 19 |
revised |
Calculating pre-tax cost of debt added 10 characters in body |
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Mar 18 |
comment |
Kolmogorov-Smirnov test You are talking about weak/semi-strong/strong efficient, markets correct? |
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Mar 12 |
comment |
Calculate the expectation of a shift CDF Wouldn't this just be positive drift? |
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Mar 7 |
comment |
Is there a comprehensive reference book on US fixed income conventions? That's an amazingly concise reference sheet, I'd love to see something similar available for the US market. Fabozzi would be a good start. Giddy/Damodaran from NYU also have some good material publicly available on their websites. |
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Mar 4 |
comment |
compute FX forward from broker's data I have no idea what you're asking. Are you just asking the quoting convention of forward points? |
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Feb 16 |
awarded | Self-Learner |
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Feb 16 |
awarded | Nice Question |
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Jan 17 |
comment |
When hiring a quant, how can I protect my IP? Also, it might be worth considering copying over the database/procs and populating the tables with transformed data that you could easily reverse. Although this might not be possible depending on what you need the hire to do. |
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Dec 26 |
awarded | Editor |
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Dec 26 |
revised |
Hidden Markov Model & Its Application Fixed title spelling. |
