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Aug
29
comment Shrinkage Estimator giving unrealistic portfolio variances
I'm voting to close this question as off-topic because asking for code does not constitute a proper question
Aug
26
awarded  Good Answer
Aug
18
comment Change periodicity on Rblpapi
My pleasure. We also get a lot of use out of it, and your report will make the documentation better. And please feel free to upvote or accept the answer.
Aug
18
revised Change periodicity on Rblpapi
added 32 characters in body
Aug
18
revised Change periodicity on Rblpapi
added 768 characters in body
Aug
18
comment Change periodicity on Rblpapi
Indeed. Nice catch.
Aug
18
awarded  Explainer
Aug
18
answered Change periodicity on Rblpapi
Aug
18
comment Change periodicity on Rblpapi
I can replicate the error, must I have no idea what is wrong. Something in the returned information needs to be parsed differently. I have only had use for daily data so far...
Aug
18
revised Change periodicity on Rblpapi
Correct spelling of Eddelbuettel and Laing names
Aug
15
comment Is R being replaced by Python at quant desks?
Three cheers and an up vote to bringing empirics into a decade full of conjectures.
May
20
comment Is R being replaced by Python at quant desks?
I got the impression that R might be obsolete in 3-4 years. I take the other side on that bet. I actually watch what packages get added every day and I don't see this as stagnating at all.
Jan
31
awarded  Yearling
Jan
17
comment Any New Discoveries in Quantitative Finance?
In this sweeping question, it would help your credibility a little if your spelling was actually correct.
Dec
1
awarded  Enlightened
Dec
1
awarded  Nice Answer
Nov
28
comment How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
I tried to address in one paragraph in my original answer: "Now, the usage terms are well known: You are generally not allowed to take the data retrieved this way off the machine on which you have the license. I.e. no further distribution even within your office." So, yes, I expect this to count towards the same data cap / subscription terms you already have. Bloomberg gives the API away, the data remains very much their business so you need to pay and remain in compliance.
Nov
28
revised How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
added 1097 characters in body
Nov
28
comment How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Yes, there is. You can also get 'bars' at any multiple of one minute - - there are also example libraries. I don't use Excel but the core API libraries provide the functionality accessed by the different language / API layers. Hope this helps, I can follow-up with an example from work.
Nov
27
answered How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?