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Yugmorf

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111 reputation
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visits member for 5 months
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Systematic trader


111 reputation
bio website visits member for 5 months
4 badges
location Singapore seen May 16 at 4:41
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2 Questions

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3
How to see if a set of asset returns corresponds to a known correlation matrix?
2
What data transformations to use in regression of credit spreads on equity prices?

111 Reputation

+10 What data transformations to use in regression of credit spreads on equity prices?
+85 What is the “leverage effect” for stocks?
+15 How to see if a set of asset returns corresponds to a known correlation matrix?

1 Answer

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7
What is the “leverage effect” for stocks?

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statistics
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leverage
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regression
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modern-portfolio-theory
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asset-returns
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correlation-matrix
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time-series

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