User SRKX

3 votes

What do these maturity codes mean?

answered Jan 31, 2013 at 14:28

3 votes

Multiple (linear) regression

answered Feb 6, 2013 at 3:08

3 votes

Accepted

Can a long put trade be profitable through Vega even if the underlying moves upwards?

answered Feb 18, 2013 at 19:04

3 votes

Accepted

Is volatility really a coherent risk measure?

answered Nov 28, 2014 at 4:06

3 votes

How to compute daily compounded backtest returns closer to real-world results?

answered Nov 5, 2014 at 3:44

3 votes

Accepted

How to calculate weight of two stocks without knowing their correlation?

answered Dec 21, 2015 at 2:28

3 votes

How is the Chooser Option's value computed in this example?

answered Jun 16, 2016 at 8:20

2 votes

Accepted

Can the net portfolio's beta be different from the sum of long and short betas of the portfolio?

answered Jul 3, 2016 at 1:02

2 votes

How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?

answered Nov 27, 2014 at 7:03

2 votes

What does this options' data mean?

answered Mar 14, 2016 at 1:55

2 votes

Accepted

How to retrieve and format futures data for use in regression/time series models?

answered Oct 26, 2015 at 4:47

2 votes

How to compute simple and log portfolio returns?

answered Nov 3, 2015 at 2:45

2 votes

Accepted

Where to get master list of mutual funds?

answered Nov 20, 2014 at 1:07

2 votes

How to compute the historical VaR for a portfolio with long and short positions?

answered Dec 5, 2014 at 9:55

2 votes

Is credit exposure conditional on default?

answered Sep 28, 2015 at 12:32

2 votes

How to interpret regression coefficients with dummy explanatory variables?

answered Oct 7, 2015 at 7:38

2 votes

Why do CFDs track the underlying?

answered Oct 8, 2015 at 9:55

2 votes

fair price for a call option

answered May 9, 2014 at 21:59

2 votes

what is the vol in the BS formula?

answered Apr 3, 2014 at 8:18

2 votes

Howto Calculate An Error's Partial Derivative in ANN

answered Oct 1, 2012 at 21:49

2 votes

Choosing attributes for SVM classification?

answered Nov 1, 2012 at 20:07

2 votes

Accepted

Exposition of Growth in a Perpetuity

answered Nov 9, 2012 at 8:30

2 votes

Black-Scholes No Dividends assumption

answered Apr 6, 2011 at 6:37

2 votes

What is a reasonable upper bound on the performance of a daily trading strategy?

answered Oct 6, 2011 at 13:19

2 votes

Accepted

What is the value this "special" forward contract at maturity?

answered Dec 4, 2016 at 14:53

2 votes

How can I identify a zero beta portfolio?

answered Jan 3, 2017 at 7:36

1 vote

Accepted

How are OHLC bars made from bid, ask, and last trade prices?

answered Jan 6, 2017 at 7:10

1 vote

How to derive the prices of downstream products from raw commodity prices?

answered Feb 8, 2017 at 2:49

1 vote

Accepted

How to normalize various indicators into one column?

answered Feb 14, 2017 at 6:46

1 vote

In portfolio theory, has volatility a logical place as an asset class?

answered Dec 28, 2016 at 16:31

Stack Exchange Network

156 Answers

What do these maturity codes mean?

Multiple (linear) regression

Can a long put trade be profitable through Vega even if the underlying moves upwards?

Is volatility really a coherent risk measure?

How to compute daily compounded backtest returns closer to real-world results?

How to calculate weight of two stocks without knowing their correlation?

How is the Chooser Option's value computed in this example?

Can the net portfolio's beta be different from the sum of long and short betas of the portfolio?

How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?

What does this options' data mean?

How to retrieve and format futures data for use in regression/time series models?

How to compute simple and log portfolio returns?

Where to get master list of mutual funds?

How to compute the historical VaR for a portfolio with long and short positions?

Is credit exposure conditional on default?

How to interpret regression coefficients with dummy explanatory variables?

Why do CFDs track the underlying?

fair price for a call option

what is the vol in the BS formula?

Howto Calculate An Error's Partial Derivative in ANN

Choosing attributes for SVM classification?

Exposition of Growth in a Perpetuity

Black-Scholes No Dividends assumption

What is a reasonable upper bound on the performance of a daily trading strategy?

What is the value this "special" forward contract at maturity?

How can I identify a zero beta portfolio?

How are OHLC bars made from bid, ask, and last trade prices?

How to derive the prices of downstream products from raw commodity prices?

How to normalize various indicators into one column?

In portfolio theory, has volatility a logical place as an asset class?