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I am a software engineer and want to run some simulation of over historical market data . I am pretty new to finance and trading world. To automate some of...
Asked on 11/30/2021 by user179156
2 answerOIS are a series of fixed-rate cashflows discounted at the overnight rate, swapped for overnight (floating) rate. IRS are similarly discounted fixed-rate cashflows, swapped on an IBOR-floating rate. Since both...
Asked on 11/30/2021 by town
2 answerI was wondering if there is an efficient way to extract data on all the stocks from the CRSP dataset? In the Query Form I only have the option to...
Asked on 11/30/2021 by yungmist
1 answerI have used AlphaVantage in the past to get data for the Stockholm Stock Exchange: I don't remember exactly the symbol I used, but it was something along the line...
Asked on 11/28/2021 by danabb
0 answerPrompted by a question that came up in the comments here, namely why we can apply the Ito lemma to a function of the form $f(x)=(x-K)^{+}$, I would...
Asked on 11/28/2021 by fwd_T
1 answerAssuming a variable $v$ follows some Stochastic Process as below - $dv=mu v dt + sigma v dW_t, v in left( -infty, infty right) $ I want to...
Asked on 11/28/2021 by Bogaso
1 answerI have a fixed income portfolio built up in the Yieldbook and BBG Port.However due to some bad performance of my portfolio compared to the benchmark I would like...
Asked on 11/21/2021 by Luigi87
0 answerIn his book, "Why Stock Markets Crash", Didier Sornette discusses a trading strategy that exploits return correlations.Consider a return $r$ that occurred at time $t$ and a return $r'$ that...
Asked on 11/17/2021 by joshwa
2 answerI am currently trying to find the portfolio weights of the Maximum Diversification Portfolio and found two approaches which result in different outcomes. The first one is based on this...
Asked on 11/17/2021 by Dirty Dan
1 answerI have know there are many factors , they can divied into several groups in my opiniongroup 1 are some factors called P/E , P/B, ROE .... ,...
Asked on 11/17/2021
0 answerGet help from others!
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