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Aug
5
awarded  Announcer
Jul
29
comment Non-intuitive correlation between S&P sector indexes and economic indicators
Are you using real-time data?
Jul
29
comment Data source for historical Share Outstanding totals for individual stocks?
"That's it"? I did what you suggested for Microsoft and got, "539,748 results for "MSFT outstanding shares". Page 1 / 26988". If you're going to say "that's it", at least tell people to search for "<ticker> number of shares outstanding" where the first result is what they're looking for.
Jul
17
comment Convexity adjustment
@user5726: edit your question instead of posting comments.
Jul
15
comment Symmetry of option-implied probability density
Can you edit that into your answer, possibly with some references?
Jul
15
comment How to get/estimate ask/bid price for backtesting for OHLC data?
This is too broad. The answer is going to depend on what you're trading (stocks, ETFs, futures, options, etc), the liquidity of what you're trading (bid/ask is not always huge; some markets are deeper than others), the quantity you want to trade, etc.
May
20
awarded  Electorate
May
20
comment backtesting options strategies in R
blotter is very stable, but quantstrat is not. blotter is accounting infrastructure, it isn't oriented toward any type of security. I'm currently working on adding options functionality to quantstrat.
May
20
comment Optimal mortgage rate strategy
Note that you can often break the lock for a fee (e.g. 1/8).
Apr
10
comment How to detect and adjust for stock splits?
Don't do this. It's much better to use quantmod::adjustOHLC with Yahoo data. When use.Adjusted=FALSE (the default), the function pulls the split and dividend data from Yahoo and calculates the ratios manually.
Apr
10
awarded  Nice Answer
Apr
8
reviewed Approve Testing Significance of Correlation
Apr
8
answered Software for backtesting outside strategies (CSV transaction upload)
Apr
2
comment Stochastic modelling of derivatives on dividends
This is very broad (you have at least 5 questions). You'd likely get (better) answers if you split this into 2-4 more specific questions.
Mar
22
awarded  Vox Populi
Mar
22
answered Market weights for Black-Litterman
Feb
6
comment Multiple (linear) regression
@Freddy: I agree with you; just playing devil's advocate.
Feb
6
comment Multiple (linear) regression
@Freddy: I didn't vote to close, but this is close to "Could someone help me develop a trading strategy?" and therefore some may deem it's off-topic according to the FAQ.
Feb
5
comment Daily returns using adjusted close
@Marcus: from looking at the entire history, it seems the 5/1 stock split was on 1994-06-20, not 2006-06-19.
Feb
5
revised NYSE binary data, convert to ASCII
add link to perl::unpack