Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [history]

The tag has no usage guidance.

0
votes
1answer
67 views

World Stock Markets that went up in 2008

We all know that the US stock market(s) collapsed in price in 2008, see https://en.wikipedia.org/wiki/United_States_bear_market_of_2007%E2%80%9309. I was wondering what countries' stock markets went ...
0
votes
1answer
333 views

DAX historical data H1 interval [duplicate]

I need pure DAX historical data on H1 interval (open, high, low, close). I can download data e.g from Dukascopy but this is DEU index (CFD for DAX) not DAX. Where I can find good data (not CFD for ...
6
votes
1answer
723 views

James Simons (Renaissance Technologies Corp.) and his model [closed]

I think some of you know the famous billionaire mathematician James Simons. Somewhat as Warren Buffet, this guy cracked the Wall Street with a mathematical model (essentially most statistic and a bit ...
-2
votes
1answer
120 views

Finding historical data monthly data [duplicate]

Where can I find historical data for WTI Price, gold price, CRB index for my research work? Is there any website from where I can download these data?
4
votes
3answers
397 views

Determining optimal trading signals (buy/sell) from past data

Let's say we have a stock which our only actions are buy, sell and hold (with or without shorting). If we have sufficient past data of the stock, how can you determine the optimal trading action ...
1
vote
0answers
44 views

How to make a historical index of a group of materials in which the set of materials changes every month?

The question may sound simple however for the moment it is a brainteaser to get it right, let me explain: the exercise is to be done on +/- 200 groups of materials (matgroups) one matgroup can ...
-4
votes
1answer
886 views

Why do we need derivatives? [closed]

I read somewhere that derivatives are the biggest weapons of financial destruction. Why do we need derivatives? If exploiting risk-proneness of people to make profit is the goal, why don't we stop ...
5
votes
1answer
386 views

Inferring highest bid and lowest ask from forex trade data

I have historical trade data for every trade on a forex exchange, whcih includes the following data: Time the trade was made Amount, in currency A Price, in currency B I have also used this to ...
5
votes
1answer
1k views

What is the origin of the words “put” and “call” that characterize derivatives?

And, in a second round, what is the origin of the "long" and "short" in characterizing the respective positions in assets? Any pointers to etymology, first occurrences, or related literature would be ...
6
votes
1answer
696 views

FX option history

I am testing my model and I am interested in options prices on EUR|USD for Jan, 2011. The history can be even daily - but I have never had a deal with fx options, so I don't know where start to look ...
9
votes
4answers
2k views

Free/cheap source of structured historical quarterly filings?

What is a good place to acquire cheap/free historical quarterly filings data for US Companies? Specifically, I'm interested in the consolidated financial statements. The data should be well-structured ...
24
votes
3answers
943 views

Who has introduced the term 'vega' and why?

The sensitivity of the option value $V$ to volatility $\sigma$ (a.k.a. vega) is different from the other greeks. It is a derivative with respect to a parameter and not a variable. To quote from Paul ...
43
votes
9answers
6k views

Option pricing before Black-Scholes

According to the Wikipedia article, Contracts similar to options are believed to have been used since ancient times. In London, puts and "refusals" (calls) first became well-known trading ...