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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 2 months |
| seen | Mar 16 at 19:56 | |
| stats | profile views | 90 |
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May 19 |
answered | Algorithm for the choice of stocks for a equity scalper/market maker to engage in? |
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May 17 |
comment |
How to scale option pricing components in regard to time Your T-bill yield quote is probably already annualized using a 360 day year. investopedia.com/articles/bonds/08/… |
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May 6 |
answered | Do binary options make any sense? |
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Apr 29 |
answered | Is it common to use multiple brokers for risk reduction? |
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Apr 29 |
awarded | Supporter |
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Apr 29 |
awarded | Teacher |
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Apr 29 |
awarded | Editor |
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Apr 29 |
revised |
Any known bugs with Yahoo Finance adjusted close data ? added 259 characters in body |
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Apr 29 |
answered | Any known bugs with Yahoo Finance adjusted close data ? |
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Apr 29 |
comment |
Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY) log returns are not "simply log(simple_returns)." Log return = log(today's_close) - log(yesterday's_close), or, equivalently, log(today's_close / yesterday's_close). PerformanceAnalytics defaults to log returns. |
