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JungleDiff
  • Member for 8 years, 1 month
  • Last seen more than a month ago
12 votes
5 answers
9k views

How to download all 10-K reports for all companies listed on S&P 500?

3 votes
1 answer
2k views

How to choose a tangency portfolio without a risk-free rate

3 votes
0 answers
379 views

OTC derivatives trade life cycle

3 votes
1 answer
4k views

Absorption ratio by Mark Kritzman

3 votes
1 answer
256 views

How to check if a portfolio has momentum bias

2 votes
1 answer
2k views

Using Bloomberg API on Excel to find a stock ticker change/acquisition

2 votes
0 answers
77 views

Statistical methods to compare two financial series data

2 votes
1 answer
138 views

Correlation among different sectors of the market

2 votes
2 answers
403 views

Relationship between interest rate and corporate bond yield?

1 vote
0 answers
120 views

Optimal portfolio construction questions [closed]

1 vote
1 answer
902 views

Paper on the use of probability theory in finance?

1 vote
1 answer
3k views

What is CVA (credit valuation adjustment)?

1 vote
1 answer
290 views

Questions related to Sharpe's return-based style analysis

1 vote
0 answers
49 views

Seeking papers on multi-factor models on the equity long short hedge funds

1 vote
0 answers
93 views

Correlation between a sector and MSCI ACWI returns

1 vote
2 answers
233 views

Seeking papers that deal with stock market analysis

1 vote
1 answer
87 views

Looking for a paper related to tail risk of hedge funds and its decomposition

1 vote
1 answer
3k views

Long short equity hedge fund question

1 vote
2 answers
127 views

Measuring correlation between random variables when they are not normally distributed?

1 vote
1 answer
1k views

Implementing the Sharpe's return-based style analysis on Python

1 vote
0 answers
74 views

How to make use of sector index returns data to analyze the overall stock market index

1 vote
1 answer
342 views

Klein and Chow Orthogonal Transformation - Lowdin Orthogonalization

1 vote
0 answers
61 views

Fitting hedge fund returns to probability distributions

0 votes
1 answer
2k views

Getting index sectors historical weightings from Bloomberg

0 votes
0 answers
57 views

Nonlinearity in returns?

0 votes
0 answers
277 views

Barra Equity Risk Model Methodology

0 votes
0 answers
84 views

Constrained Optimization for performance attribution

0 votes
1 answer
79 views

Risk attribution model without weights data

0 votes
1 answer
82 views

Comparing two regressions that differ by a few data points

0 votes
1 answer
545 views

Multi-factor models on equity long-short hedge funds