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2,548
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28/100 score
6/20 answers
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18h
reviewed Reviewed what data sources are useful for obtaining financial statement data of listed companies NYSE and NASDAQ?
19h
reviewed Close how to compute the call and put prices from the state-price vector?
20h
comment When should we use SWIFT versus FIX?
That's not a fair comparison as SWIFT is an organisation and FIX is a message format.
1d
reviewed No Action Needed Ledoit-Wolf, expected order of optimal shrinkage intensity
1d
reviewed No Action Needed How to work out the forward outright price from the bid/ask quotes?
1d
reviewed No Action Needed Options Data Sources
1d
reviewed Reviewed combining returns in portfolio analysis
1d
comment combining returns in portfolio analysis
I'm afraid I don't understand: if you're going to combine all returns in single return, how will you calculate the variance? I think it's a bad idea but as the setup is unclear I can't be sure.
1d
reviewed Reviewed What is the “leverage effect” for stocks?
1d
revised What is the “leverage effect” for stocks?
Make link
2d
reviewed No Action Needed serial correlation, Fama MacBeth (1973) procedure incorporating momentum
2d
reviewed No Action Needed Easy question (?) - how to measure if volatility for two samples is significantly different?
2d
reviewed No Action Needed Yahoo data meaning of “close” and “adjusted close”
2d
reviewed No Action Needed Integration in the Hull-White SDE
2d
reviewed No Action Needed Is there a way to meaningfully generate daily returns from monthly?
2d
reviewed No Action Needed What is the importance behind an efficient frontier to be a straight line in the standard deviation-mean plane for Mean-Variance Portfolio Selection?
2d
comment Can I use PyAlgoTrade for Forex?
So what you're saying is?
2d
reviewed Looks OK How can you find change in working capital and capital expenditures without a balance sheet?
Apr
26
reviewed Approve Calculation of Bond Carry from Synthetic future prices
Apr
25
reviewed No Action Needed Thoughts on how quantitative hedge funds use machine learning to invest in the stock market (algorithms, examples of data, etc.)