New answers tagged

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 ...
user avatar
  • 3,690
0 votes

TradingView STC vs any python STC

Maybe your stoch function is not good try this: ...
user avatar
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 ...
user avatar
  • 5,388
0 votes

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 ...
user avatar
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 ...
user avatar
  • 4,258
2 votes

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 ...
user avatar
  • 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?...
user avatar
  • 4,258
0 votes

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.
user avatar
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" (...
user avatar
0 votes

Fama-MacBeth regression in Python using the linearmodels library

This is not exactly an answer, but I hope to discuss a few things. LinearFactorModel is definitely not Fama-Macbeth regression. The first stage seems the same, but the second stage only performs one ...
user avatar
  • 1
0 votes

Online courses or C++ books combined with Finance (alternatives to Duffy and Joshi)

I recommend John Armstrong's C++ for Financial Mathematics, edited by CRC press. It just has the right balance between teaching C++ theory, including concepts that ...
user avatar
  • 2,260

Top 50 recent answers are included