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Sergey Bushmanov
  • Member for 7 years, 8 months
  • Last seen more than a month ago
6 votes
Accepted

Mean Variance Portfolio theory and real-world problem?

5 votes
Accepted

Calculating log-returns across multiple securities and time

4 votes
Accepted

Basic question on Portfolio Theory

3 votes

What are the advantages of financial modelling in R?

3 votes

Annualized Sharpe Ratio calculation

3 votes

Risk-adjusted performance measurement: Log returns vs. simple returns and geometric vs. arithmetic mean return

2 votes
Accepted

How are we underestimating liquidity risk?

2 votes

Interpretation of t-test in event study with dummy regression

2 votes
Accepted

How to compute returns and daily VaR of a currency position?

2 votes

Is there a good backtesting package in R?

2 votes
Accepted

How to estimate the beta of corporations?

1 vote

How to trade a Ratio?

1 vote
Accepted

Discounting dividends and terminal value in valuation

1 vote

How can I find stocks that have had a X% price swing within Y days, sorted by recency of said swing?

1 vote

Memory-efficient clustering algorithm for large time-series datasets

0 votes

adding dummy variable to ts object in r for particular quarter

0 votes

Sharpe Ratio for strategies with different rebalancing period

0 votes

Cost of revenue vs SG&A