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Dec
16
answered Transforming daily simple returns into weekly
Dec
2
answered Anomaly or feature from Quantmod in R regarding getFX - currency data
Oct
29
answered Portfolio Management in R
Feb
16
answered Bid/Ask vs Low/High
Feb
25
answered What is shorting a asset that has negative price. Can anyone give me an example?
Jan
30
answered Why are some MBS's with coupons below the FRM rate priced at a premium?
Dec
30
answered Error message in calculation Implied Volatility
Oct
24
answered How to plot custom hourly data into R with quantmod?
Oct
21
answered ADF test in R yielding perfect cointegration. How is this possible?
Apr
8
answered Software for backtesting outside strategies (CSV transaction upload)
Mar
22
answered Market weights for Black-Litterman
Feb
5
answered NYSE binary data, convert to ASCII
Jan
18
answered How to simulate one-minute bars data from one-day bars?
Sep
13
answered mortgage prepayment model
Sep
3
answered ROC: difference between discrete and continuous?
Jul
15
answered What commercial financial libraries are available to outsource implementation risk?
Feb
29
answered How to fit probability density function from sample moments?
Feb
7
answered Where can I find data on the interbank lending market?
Jan
24
answered Has spectrum analysis ever been used successfully to analyse historical price data?
Nov
23
answered What's the difference between SA and SAAR?