SRKX
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 Oct 29 comment How to add buy/sell market on a long/short Bollinger Bands graph in python? I'll let the community decide, but to me this is quite off-topic because it's a question you should ask from an abstract point of view on Stack Exchange, you'd have a better probability to get an answer. Oct 29 revised How to add buy/sell market on a long/short Bollinger Bands graph in python? edited title Oct 29 comment How to perform portfolio optimization with user-defined expected return and variances using R? That's ok if he realized this afterwards it seems an honest attempt to answer your own question after a bit of advice. Please make sure the what you "expect" is the case and that's fine as far as I'm concerned. Oct 29 comment How to perform portfolio optimization with user-defined expected return and variances using R? Ok, indeed the package documentation does not explain how expected returns are computed, which means they estimate it from the historical time series you provide as input somehow. You should have mentioned this in your question it gives your more credibility I think. I can see you have found a way around the problem at the end... Oct 28 comment Understanding $N(d_1)$ and how to use the stock itself as the numeraire? @Gordon your talent is change of measures explanation would have been more helpful here! Oct 28 comment How to optimize a portfolio using skewness? The way you "define" the optimization problem in Latex notation is not the most intuitive form I've ever seen haha. Oct 28 revised How to optimize a portfolio using skewness? added 4 characters in body; edited title Oct 28 comment How to perform portfolio optimization with user-defined expected return and variances using R? Isn't the documentation of the package clarifying what is being done inside? Oct 28 revised How to perform portfolio optimization with user-defined expected return and variances using R? added 9 characters in body; edited tags; edited title Oct 28 comment Are commodities a real assets or a physical assets? I'm voting to close this question as off-topic because it's not related to Quantitative Finance in particular. Oct 28 comment How to retrieve and format futures data for use in regression/time series models? Oh I see now, using past future data to predict current spot in that sense. Oct 28 revised Are commodities a real assets or a physical assets? added 11 characters in body; edited title Oct 28 comment How to simulate stock prices with a Geometric Brownian Motion? I disagree both methods should yield the same result for $\Delta t$ small enough. The closed-form solution of the GBM behavior has no direct link to risk-neutrality, that comes into account when you change the measure for the Black-Scholes solution for example. Oct 28 revised What are the pros and cons of historial and Gaussian approaches to VaR? deleted 8 characters in body; edited title Oct 28 revised How to use Euler discretization for this interest rate model? edited tags; edited title Oct 28 comment How to use Euler discretization for this interest rate model? I think he meant whether it was to denote a given $x_t$ or is it used to mean $x_t$ raised to the power $\gamma$ Oct 27 comment Why does the valuation of the floating leg of a swap only use the next payment? The question is not super clear, I think, although some managed to answer you. It would be good if you could enhance your question by adding the pricing formula you have in mind and precising explicitely what kind of swaps you're talking about. Oct 27 revised Why does the valuation of the floating leg of a swap only use the next payment? edited title Oct 27 revised Why does the valuation of the floating leg of a swap only use the next payment? added 8 characters in body Oct 27 comment Historical Volatility vs Implied Volatility Performance in Pricing Options As this is all about providing resource, a link to a specific paper would be much better.