User user28909 - Quantitative Finance Stack Exchange

user28909

Member for 6 years, 4 months
Last seen more than 1 year ago

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13 Answers

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Fama french model: Daily excess return calculation

answered Jul 23, 2017 at 2:18

1 vote

Correlation or r-squared to determine if a stock has specific movement relative to an index?

answered Oct 21, 2017 at 23:27

1 vote

How to find/calculate daily S&P500 dividends?

answered May 23, 2020 at 19:26

1 vote

Probability of a stock price using implied volatility

answered Jun 11, 2020 at 10:50

1 vote

How can you use factor modelling to improve your current portfolio

answered Aug 4, 2020 at 20:53

1 vote

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Daily to Monthly Performance Attribution - Getting Effects to equal the Excess Return

answered May 30, 2020 at 0:20

1 vote

How to Calculate weekly Turnover

answered Apr 24, 2021 at 23:13

0 votes

CAPM and Beta: problem with regression (Beta is too low yet statistically significant?)

answered Jun 3, 2020 at 6:18

0 votes

Cross-listed stocks - how to get capital allocation per country?

answered Oct 18, 2020 at 16:44

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how to use factor models to construct a hedging portfolio?

answered Dec 24, 2020 at 18:06

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Fama-French model interpretation of coefficients help

answered Feb 28, 2021 at 20:47

0 votes

How to predict realised variance?

answered May 23, 2020 at 19:32

0 votes

Equity risk factors with daily rebalancing

answered May 24, 2020 at 12:17