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Jun
25
reviewed No Action Needed Dual curves and short rate calibration
Jun
25
reviewed No Action Needed How to calculate unsystematic risk?
Jun
24
comment Pricing Assets in the S&P Dynamic Asset Exchange
Are you talking about returns or price levels? Your question and comment differ in that regard. And no, I had another procedure in mind - just try to adjust the variable through multiplying by a scaling factor. E.g. $$P_{t_0}=25 \wedge P_{t_{+1}} = 30 \Rightarrow P_{t_0}^*=100 \wedge P_{t_{+1}}^* = {100\over25} \times30=120$$ At least that's what I think they meant by normalizing.
Jun
23
answered Pricing Assets in the S&P Dynamic Asset Exchange
Jun
23
reviewed No Action Needed Pricing Assets in the S&P Dynamic Asset Exchange
Jun
23
reviewed No Action Needed Usage of Bollinger bands
Jun
23
reviewed No Action Needed R Outputs from Johansen test. Linear combination still not stationary?
Jun
23
reviewed No Action Needed Why use swap-rates in a yield curve?
Jun
23
reviewed No Action Needed Stepwise Cointegration
Jun
20
awarded  Custodian
Jun
20
reviewed No Action Needed Is there a name for, or any research on, a system where you try to predict future price by finding a similar price history in the past?
Jun
20
reviewed No Action Needed Difference between google finance and yahoo finance?
Jun
20
reviewed Leave Open Heston MC Simulations - Speed up in Matlab
Jun
20
reviewed Leave Open Models for simulating FX movements
Jun
20
reviewed Leave Open Is there a name for, or any research on, a system where you try to predict future price by finding a similar price history in the past?
Jun
20
reviewed Leave Open Required Rate of Return vs Expected Return
Jun
19
answered Approximating a function with trignometric polynomials
Jun
14
awarded  Custodian
Jun
14
awarded  Custodian
Jun
14
reviewed No Action Needed How much does a Grid Computing software cost?