Quantitative Finance
user28909
  • Member for 4 years, 4 months
  • Last seen more than a month ago
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Answers

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Votes Activity Newest
1 votes
How to Calculate weekly Turnover
1 votes
How can you use factor modelling to improve your current portfolio
1 votes
Probability of a stock price using implied volatility
1 votes
How to find/calculate daily S&P500 dividends?
1 votes
Correlation or r-squared to determine if a stock has specific movement relative to an index?

Questions

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1 answers
Fama Mac-Beth (1973) vs Fixed effect
3 answers
Measuring alpha (Academia vs the Industry)
3 answers
Fund size and alpha
2 answers
Choosing the right statistical test for Mutual Fund Performance Evaluation
2 answers
Fama and French (market premium) factor

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Brinson attribution for arbitrary set of style factors (size, momentum, vol, etc)
1 answers
Fama french model: Daily excess return calculation

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