# Tag Info

1 vote

### API for Commodities Stock markets

Here are 2 options I know of that have free accounts. They also offer paid plans that may be worth it if you are willing to pay a small amount. Commodities-API - Free public API. Create an account to ...
• 3,690

### TradingView STC vs any python STC

Maybe your stoch function is not good try this: ...
1 vote
Accepted

### Calculate Exponentially-Weighted Covariance Matrix over Finite Window

If I understand you correctly, you are aiming to compute a series of covariance matrices based on windows of your return data. To this end, let $X$ denote the $n\times k$ matrix of observed returns ...
• 5,388

### long short portfolio sharpe ratio

Let's assume stock "A" yields a 5% return and stock "B" yields a 6% return, they both have standard deviations of 10% (per annum) and a correlation factor of 0.5. You decide to ...
1 vote

### Bloomberg DLIB BLAN in Python

That is a classic F1 F1 question. It's proprietary software and BBG offers a dedicated help desk. DTK is not available for free via BLPAPI. Connecting DLIB to an API requires a premium service called ...
• 4,258

### Finding optimal option to maximise gains under given price hypothesis

I do not know of any package that can solve your problem; but it seems to be a simple problem, in the end: Given a 'future target price' $S^*$ (say 150 in your case) and a set of call options with ...
• 5,388
1 vote

### Curious where Financial Data APIs get data

You need a connection to the data providers (e.g. exchanges). You can see details on Poligon's website. A counter question may be, what prevents you from building your own numpy or R charting library?...
• 4,258

### Quantlib: How to bootstrap FedFunds Index having other tenors 3M, 1Wk, etc?

You will need to use an OISRateHelper. OIS stands for Overnight Indexed Swap, the investopedia article explains OIS well.
1 vote

### Coefficients of univariate regressions equal to those in the multivariate regression

Is there a proof that shows that this is always the case when the correlations amongst your independent variables are 0? This is a known result; see e.g. Kennedy "A Guide to Econometrics" (...
• 1,733