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Active 4 Bountied Hot Week Month

2

votes

1

answer

34

views

Align volume bars for multivariate analysis

time-series regression high-frequency volume multivariate

answered 2 days ago chrisaycock 8,881

1

vote

0

answers

13

views

How to set up the dummy variable for OLS event study regression

time-series regression event-study dummy

asked 2 days ago Marie 11

1

vote

2

answers

63

views

Converting time bars to tick bars or volume bars in python

programming time-series fx data

modified 2 days ago chrisaycock 8,881

0

votes

0

answers

13

views

Sampling and cross-validating with tick, volume and dollar bars

time-series tick-data validation sampling

asked May 28 at 14:38 develarist 869

1

vote

1

answer

46

views

How to use multi-periods and mult-factors to predict stock price by linear regression?

time-series regression machine-learning prediction

answered May 25 at 19:48 SachaTheBrave 21

2

votes

4

answers

271

views

Technical Indicators reference

equities time-series regression prediction moving-average

answered May 25 at 10:13 Pasi Tuomainen 186

0

votes

0

answers

19

views

What is the correct order of operations when cleaning and structuring financial time series?

time-series machine-learning

asked May 22 at 9:59 PyRsquared 255

0

votes

0

answers

22

views

How to get daily S&P500 dividend and CPI data?

time-series data high-frequency dividends financial

asked May 19 at 10:25 Niek de Meijier 11

7

votes

1

answer

623

views

Up and Down days in GBPUSD and a Filter

time-series trading backtesting

modified May 14 at 21:06 Community♦ 1

2

votes

1

answer

105

views

GARCH(1,1)-M MLE optimization with fmincon in R

options programming time-series garch estimation

modified May 13 at 18:07 Community♦ 1

0

votes

1

answer

22

views

Performance attribution of indices to their sector weights

time-series statistics asset-returns

modified May 10 at 17:03 Community♦ 1

1

vote

2

answers

457

views

Multivariate Markov Regime switching GARCH

volatility time-series garch markov-switching

answered May 9 at 1:50 Ameer 11

1

vote

3

answers

384

views

Reverse chronological time-series / inverse time-series

time-series

modified May 7 at 17:04 Community♦ 1

0

votes

0

answers

24

views

Forecasting accuracy in one month and hedging

time-series hedging forecasting

modified May 6 at 9:52 noob2 5,873

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