All Questions
Tagged with data statistics
12 questions
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Data separation for Time Series Models? (both Statistical and ML)
I had a big question about data slicing for Time-Series model fitting. In university, since I wasn't a stats major, so I didn't do much model fitting for data, other than my ML class, and have ZERO ...
2
votes
1
answer
84
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Hypothesis Test Contradiction?
I have a question regarding hypothesis testing. I used the t-test (2-tailed) for these hypotheses:
Whether the (monthly) mean return of company A's stock is different from 0
Whether the (monthly) ...
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3
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How to get know when CUSIP is changed
CUSIP code is not a constant, it could be changed. Does anybody know how to detect a CUSIP change? Is there any report with this info? Where can i find it? Thank you.
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2
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Old codes for Companies (CUSIP/ISIN/SEDOL)
I found that for example ISIN have following rules:
Merger and acquisition: Old ISINs for stock become inactive and are replaced by securities with a new ISIN. Bonds only need new ISINs if old ones ...
- 21
0
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1
answer
118
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Mean Variance optimization on hourly data with gaps
I'm building a mean variance optimizer for a portfolio of FX, commodity and bond futures. The input data is hourly returns for each underlying. Given each underlying has different market opening hours,...
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4
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2k
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Filling a few missing data in time series?
I'm writing a paper about Uncertainty indices like VIX, etc. I already collected all data but it seems that some of the variables got a few or a little more missing data. I have daily and monthly data ...
user35763
1
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0
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52
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Identifying primary share class of U.S. firms and deleting excess observations
I have a fairly large dataset of CRSP firms with their daily closing prices from 2006 till 2017. I need to filter the data so that I have one daily observation per unique firm. I've identified the ...
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1
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52
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Distribution of loans by types of interest
Im looking for some kind of report that would inculde data on the distribution of corporate loans by types of interest(fixed/floating), specifically global not just for one country(developed, ...
1
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0
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256
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ISM PMI data - sector trend through ranking and seasonal decomposition
I have monthly data for each of the 18 sectors in the ISM PMI.
Each datapoint shows the trend of a sector: growing, contracting or neutral.
It also tells the strength of that trend with a number:
"...
- 111
0
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1
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60
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Calculating or finding info about the value of a market? for example Cloud Storage [closed]
I am assembling a pitch which will aim towards investors by the end of this year/beginning of next year, and I need to gather information such as how much the Cloud Storage market is worth and how ...
- 121
2
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2
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219
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What are the proper metrics to look at for checking discrepancies in these two time series
I am obtaining bid/ask price and volume market data from two different sources for the same ticker and for the same day and checking to see that at time intervals X they are "roughly the same". The ...
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17
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4
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How to generate synthetic FX data for backtesting?
I want to generate synthetic forex data for the purpose of backtesting my trading algorithms. I have some rough ideas in mind on how to do this:
Start with a curve representing a trend, then randomly ...
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