Quantitative Finance
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Freewind
  • Member for 10 years, 8 months
  • Last seen more than 4 years ago
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All Questions Answers
Score Newest
question
26
How to interpret the eigenmatrix from a Johansen cointegration test?
Oct 2, 2011
question
9
How to normalize different instruments by volatility?
Aug 8, 2012
question
8
Should cointegration be tested using close or adjusted close prices?
Oct 24, 2011
question
7
The difference between Close price and Settelment Price for future contracts
Nov 2, 2011
question
6
How to normalize Futures data(different leverage) for cointegration test?
Oct 27, 2011
question
5
What is the correct procedure to choose the lag when preforming Johansen cointegration test?
Jan 22, 2012
question
5
Calculating the right portfolio(position size for each leg) in a Long/Short Strategy
Oct 20, 2012
question
2
How to find coefficient that will minimize the distance between few times series
Jul 16, 2017
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What is the correct procedure to choose the lag when performing Johansen cointegration test?

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