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3 votes
Accepted

Historical Neighborhood Level Housing Data Source?

Have a look at Zillow's historical data. For example, this http://files.zillowstatic.com/research/public/Neighborhood/Neighborhood_MedianValuePerSqft_AllHomes.csv is a dataset of neighborhood level ...
user2179795's user avatar
3 votes
Accepted

Is there a way of synthetically deleveraging a Real Estate portfolio?

The process of setting aside an amount to pay off debt (without actually paying down debt) is known as "defeasance." This can be achieved by setting up an escrow account or other bank account, where "...
Tom Au's user avatar
  • 454
1 vote

Case Shiller repeat sales index methodology

The evidence I've compiled, while not necessarily dispositive, does make a strong case that the S&P method is as described. First, I have a copy of the S&P methodology document from 2007 and ...
Sharad's user avatar
  • 1,211
1 vote

Nareit indices representing underlying assets or traded REITS?

It tracks the returns of the REIT stocks in the REIT index, not the underlying properties. The two vary from each other. Green Street Advisors is a research firm that specializes in analysing the ...
Si Chen's user avatar
  • 421
1 vote

How to create a local price index?

Isn't this an ML practice problem? https://towardsdatascience.com/machine-learning-project-predicting-boston-house-prices-with-regression-b4e47493633d
VVKK77's user avatar
  • 149
1 vote
Accepted

The link between discount rates and cap rates?

Discount rate is a rate at which future cash flows are deflated to current dollars. Lets assume we have a real estate asset producing a series of payments in perpetuity: $$ C_0, C_1, C_2, ... $$ If ...
Sergei Rodionov's user avatar
1 vote
Accepted

Is it possible to create an instrument on the amount of beds sold within the real-estate market

Sure, if you can find a bank willing to create this and sell it to you. Otherwise, barring another market participant, your best bet is to try to convince the index owner to license it to an ETF ...
Chris's user avatar
  • 1,643
1 vote
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Modeling Interest-only Mortgages

You probably should try to model it properly in a quantitative model that allows you to account for FICOs, LTVs, etc. Take a look at this paper. The authors in section 3.3 solve a model with an ...
phdstudent's user avatar
  • 8,421
1 vote

positive financial leverage in real estate

Alex's post hits the main point: leverage amplifies returns (either positive or negative). In this case, it is not interest rate but loan constant that we should be focusing on. For a \$5.68MM loan (...
jake_r's user avatar
  • 223
1 vote

How to price a reversion?

When I worked at a private investment shop as a real estate acquisitions analyst, we valued properties with a blend of various methods. Common to every analysis was a DCF, a comparables-summary, and ...
jake_r's user avatar
  • 223

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