Quantitative Finance
Freewind
  • Member for 10 years, 2 months
  • Last seen more than 4 years ago
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All Questions Answers Articles
Votes Newest
25
How to interpret the eigenmatrix from a Johansen cointegration test?
Oct 2 '11
9
How to normalize different instruments by volatility?
Aug 8 '12
8
Should cointegration be tested using close or adjusted close prices?
Oct 24 '11
7
The difference between Close price and Settelment Price for future contracts
Nov 2 '11
6
How to normalize Futures data(different leverage) for cointegration test?
Oct 27 '11
5
What is the correct procedure to choose the lag when preforming Johansen cointegration test?
Jan 22 '12
5
Calculating the right portfolio(position size for each leg) in a Long/Short Strategy
Oct 20 '12
2
How to find coefficient that will minimize the distance between few times series
Jul 16 '17
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What is the correct procedure to choose the lag when performing Johansen cointegration test?

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