All Questions
5 questions
1
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2
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Automatically Import Stock Data - Yahoo Finance & Microsoft Excel
How to import Growth Estimates: Next 5 years(per annum) from yahoo finance to microsoft excel?
- 11
1
vote
0
answers
110
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Portfolio Weight Constraints
Hi,
So I was asked to calculate the maximum sharpe ratio using solver in excel but it gave me really big numbers for the portfolio weights. So I was wondering what is a good constraint to add and why ...
2
votes
0
answers
2k
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How to backtest Value at Risk Models using Conditional and Unconditional tests?
I am trying to carry out backtesting on a number of Value at Risk figures i obtained using var/covar, historical, and monte carlo simulation. The two methods im using are the Kupiec test (...
- 21
3
votes
3
answers
4k
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Step By Step method to calculating VaR using MonteCarlo Simulations
In trying to find VaR for 5 financial assets with prices over a long period of time(2000 days worth of data) how would I do the following:
Carry out monte-carlo simulation in order to find a VaR ...
- 31
5
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3
answers
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Resources for finding quantitative finance examples using excel, VBA and access
I am seeking to increase my knowledge in the quantitative finance field. I would be grateful if someone could point me to useful resource online, where I can find working examples of they types of ...
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