Find answers to your questions about Quantitative Finance or help others by answering their Quantitative Finance questions.
I would like to know if this difference occurs when the coupon payments are very large and/or if there are other reasons....
Asked on 10/27/2021 by JorgeT
3 answerI would like to compare two strategies through the alpha Carhart obtained. The idea is to find out which one is more profitable (or the least bad). For the first...
Asked on 10/27/2021 by Gauthier Golin
2 answerI am looking for historical SPX 1minute data containing volume.Anyone knows where to get them from? Thank you,...
Asked on 10/27/2021 by Tim Kim
2 answerThat is probably a rather simple question but I got confused and would be very thankful for help.Imagine we are in 2015 and have an option that expires in...
Asked on 10/27/2021 by Maths student G
2 answerAssuming we have the fair value of the July straddle on a certain strike, what would be the implied July-Oct forward vol if an order comes in to sell the...
Asked on 10/27/2021 by J Swartz
1 answerI am really interested in Granger-causality. Can anyone think of a paper that uses a bivariate VAR model in economics or finance?...
Asked on 10/27/2021
1 answerTo download the European countries' equity (stocks) data from CRSP database, I need individual stocks ticker symbols. Can anyone help me regarding how can I get the list of ticker-symbols...
Asked on 10/27/2021 by Syed Riaz Mahmood Ali
3 answerI want to match talib's RSI with just python down to machine precision and I'm struggling. Out of curiosity I also tried a bunch of libraries like...
Asked on 10/27/2021 by user165494
0 answerDo you know where can I get the Yield of One Year Constant Duration TIPS ( inflation protected bonds). I found the yield of 5 year, but never could get...
Asked on 10/27/2021 by Lopo
1 answerI'd like to generate scenarios (simulate several paths of the process) for several stocks using multinomial Geometric Brownian Motion under Stochastic volatility assumption. I'm going to use it in...
Asked on 10/27/2021
1 answerGet help from others!
Recent Answers
Recent Questions
© 2024 TransWikia.com. All rights reserved. Sites we Love: PCI Database, UKBizDB, Menu Kuliner, Sharing RPP