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visits member for 1 year, 7 months
seen 2 days ago

Jul
28
accepted Finding a basket of stocks that tracks an index
Jul
26
asked Finding a basket of stocks that tracks an index
Jul
18
comment ETFs have lower tracking error than Futures?
hwo about rolling costs? If I'm using the generic futures for backtesting, how should I handle the rolling costs?
Jul
16
comment ETFs have lower tracking error than Futures?
how should I "adjust" the futures price for the factors you mentioned?
Jul
16
comment ETFs have lower tracking error than Futures?
yes typo. etf error is larger
Jul
16
revised ETFs have lower tracking error than Futures?
changed lower to larger
Jul
16
asked ETFs have lower tracking error than Futures?
Jun
22
accepted Why can sometimes stock prices rise when interest rates rise?
Jun
22
accepted Hedging a Long Equity Swap by Shorting the Stock
Jun
22
awarded  Editor
Jun
22
revised Why can sometimes stock prices rise when interest rates rise?
added 3 characters in body
Jun
22
asked Why can sometimes stock prices rise when interest rates rise?
Jun
20
awarded  Supporter
Jun
19
asked Hedging a Long Equity Swap by Shorting the Stock
Feb
28
accepted Effect of interest rate on options prices
Feb
27
awarded  Student
Feb
27
asked Effect of interest rate on options prices
Feb
27
awarded  Scholar
Feb
27
accepted How to hedge a forward contract
Feb
27
comment How to hedge a forward contract
actually, if i just short a futures contract at 4000 one year from now, technically i'm hedged right? tee hee