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How to connect Bloomberg's xbbp api to "Bloomberg Anywhere"

programming time-series bloomberg tick-data

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Estimating distribution of rate of return

time-series returns distribution auto-correlation rolling

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Continuous futures data roll adjustment

programming time-series futures backtesting roll-adjustment

answered Sep 17 at 9:20 ThatDataGuy 483

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[PYTHON - Create a For-loop for multiple regressions within the same/or different dataframe/s (Funds returns with fama french)

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volatility programming time-series statistics statistical-finance

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time-series statistics r

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time-series trading statistics statistical-finance momentum

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Are there alternatives to the Box-Tiao decomposition in identifying mean reverting portfolios?

time-series arbitrage mean-reversion

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options programming time-series garch estimation

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Performance attribution of indices to their sector weights

time-series statistics asset-returns

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Understanding out-of-sample performance metrics for Realized Volatility

volatility stochastic-processes time-series modeling performance-evaluation

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Charting Annual Volatility From Start Date In a Line Plot

volatility time-series historical-data annualized charts

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