RndmSymbl's user avatar
RndmSymbl's user avatar
RndmSymbl's user avatar
RndmSymbl
  • Member for 10 years
  • Last seen more than 1 year ago
3 votes

analyze strategy performance with given matrix of weights/time and weekly returns in R

3 votes
Accepted

Asset Liability Management Test Topic Interpretation

2 votes

Key Rate Duration for MBSs greater than Key Rate Tenor

2 votes
Accepted

Why annualized return and cumultive return aren't equal over 1-year period with Performance Analytics package in R?

2 votes

Model Validation Criteria

1 vote
Accepted

How to model the effect of earnings surprises on long-term returns?

1 vote
Accepted

How can foreign investment have a negative figure?

1 vote
Accepted

Estimate the market maker's price from the posted Bid/Ask and Trade price

1 vote
Accepted

Is it illegal for a publicly traded company to publish inaccurate financial data?

1 vote

In bond pricing, is negative convexity better than positive convexity?

1 vote
Accepted

Returns adjusted for dividends

1 vote

Long/Short Backtesting Set up

1 vote

How to calculate 5 years return & STD for ETF?

0 votes

Portfolio return for assets held for different lengths of time

0 votes

How to do performance attribution for a few characteristics?

0 votes

What is Quantitative Investing and how does it differ from Quantitative Trading?

0 votes

Industry convention to track trading performance against market indices?

0 votes

Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis

0 votes
Accepted

Why does my posterior mean differs from Idzorek's results?

0 votes

Portfolio Optimization using S&P Universes