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Quantitative Finance : Recent Questions and Answers (Page 5)

Find answers to your questions about Quantitative Finance or help others by answering their Quantitative Finance questions.

Historical tick data level 1 and level 2

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 answer

Can we think of Overnight Index Swaps as short-term IRS?

OIS 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 answer

How to download all stocks from NYSE, AMEX and Nasdaq from CRSP without entering individual company codes?

I 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 answer

Did AlphaVantage drop the swedish stock exchange?

I 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 answer

The most general conditions under which Ito lemma holds

Prompted 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 answer

Process for mod of a variable that follows some Stochastic Process

Assuming 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 answer

How to optimise Fixed Income portfolio (Yieldbook) based on YTM, duration, rating and exchange rate

I 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 answer

Didier Sornette's Strategy to Exploit Return Correlations

In 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 answer

Which Maximum Diversification Approach in MATLAB is correct?

I 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 answer

Is there a good guide/mind map for factors of quantitative trading?

I 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 answer

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