User Simon Nicholls - Quantitative Finance Stack Exchange

Simon Nicholls

Member for 7 years, 10 months
Last seen more than 1 year ago

Network profile

12 Questions

Score Activity Newest Views

3 votes

1 answer

1k views

Pricing a callable bond

asked Apr 16, 2019 at 10:37

2 votes

1 answer

280 views

Implied credit spread convertible bonds with negative yield

asked Jul 9, 2018 at 18:16

2 votes

0 answers

69 views

Nasdaq and HML factor positive coefficient

asked Oct 1, 2020 at 10:35

2 votes

3 answers

547 views

Testing a new factor for alpha

asked Oct 13, 2021 at 17:23

1 vote

0 answers

408 views

Size factor - Root Market Cap Weighted

asked Mar 1, 2021 at 18:51

1 vote

0 answers

252 views

Duration and yield

asked Apr 12, 2019 at 21:42

1 vote

1 answer

319 views

Factor Model Regression Market Factor Statistically Insignificant After Adding Extra Factors

asked Aug 7, 2020 at 17:58

1 vote

1 answer

296 views

PCA and K-means clustering on returns

asked Jan 11, 2021 at 16:15

0 votes

1 answer

222 views

PCA on returns gives negative loadings on market short

asked Jan 12, 2021 at 12:03

0 votes

0 answers

24 views

Interpreting factor coefficients when correlation flips

asked Feb 2, 2021 at 20:43

0 votes

0 answers

17 views

Fama Macbeth Factor Modelling Run Variable Directly

asked Feb 5, 2021 at 9:54

0 votes

0 answers

84 views

First Principal Component Large Volatility

asked Jan 11, 2021 at 10:17