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Apr
29
comment Calculating the YTM of a bond with only a calculator
There is no direct way to do it, you need to guess and iterate on your guesses, a financial calculator as suggested by @ThemisZ would do that for you.
Apr
29
reviewed No Action Needed Is this representation of the put-call parity correct? (Implied dividend estimation)
Apr
29
reviewed No Action Needed Why is the Risk Free Rate 1 over Contingent Claim Prices?
Apr
28
reviewed Reviewed what data sources are useful for obtaining financial statement data of listed companies NYSE and NASDAQ?
Apr
28
reviewed Close how to compute the call and put prices from the state-price vector?
Apr
28
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.
Apr
27
reviewed No Action Needed Ledoit-Wolf, expected order of optimal shrinkage intensity
Apr
27
reviewed No Action Needed How to work out the forward outright price from the bid/ask quotes?
Apr
27
reviewed No Action Needed Options Data Sources
Apr
27
reviewed Reviewed combining returns in portfolio analysis
Apr
27
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.
Apr
27
reviewed Reviewed What is the “leverage effect” for stocks?
Apr
27
revised What is the “leverage effect” for stocks?
Make link
Apr
27
reviewed No Action Needed serial correlation, Fama MacBeth (1973) procedure incorporating momentum
Apr
27
reviewed No Action Needed Easy question (?) - how to measure if volatility for two samples is significantly different?
Apr
27
reviewed No Action Needed Yahoo data meaning of “close” and “adjusted close”
Apr
27
reviewed No Action Needed Integration in the Hull-White SDE
Apr
27
reviewed No Action Needed Is there a way to meaningfully generate daily returns from monthly?
Apr
27
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?
Apr
27
comment Can I use PyAlgoTrade for Forex?
So what you're saying is?