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visits member for 2 years, 4 months
seen Nov 19 at 2:12

Apr
29
reviewed Approve suggested edit on How to calculate unlevered beta
Apr
29
answered How to calculate unlevered beta
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.
Mar
29
revised Assessing Forcasting with Correlated Residuals
added 306 characters in body
Mar
29
answered Assessing Forcasting with Correlated Residuals
Mar
28
answered YTM and current yield
Mar
21
revised Credit risk data
added 247 characters in body
Mar
21
answered Credit risk data
Mar
19
revised Calculating pre-tax cost of debt
added 10 characters in body
Mar
18
comment Kolmogorov-Smirnov test
You are talking about weak/semi-strong/strong efficient, markets correct?
Mar
12
comment Calculate the expectation of a shift CDF
Wouldn't this just be positive drift?
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.
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?
Feb
16
awarded  Self-Learner
Feb
16
awarded  Nice Question
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.
Dec
26
awarded  Editor
Dec
26
revised Hidden Markov Model & Its Application
Fixed title spelling.
Dec
26
suggested suggested edit on Hidden Markov Model & Its Application
Dec
25
comment How to attribute income that incurs a double liability in a P&L?
A contra account offsets another account. Following from my accounts receivable example: accounts receivable(assets) usually has a debit balance that is offset by a credit to another account for accounts unlikely to pay - this reduces the chance of overstating assets/income by estimating what the "net realizable value" of the account is. This is called the "allowance" method and this article sums it up quite nicely.