Hello everyone,What do you think about the Yang-Zhang Volatility measure? A good thing, IMO, is that it takes into account close to open volatility. Do you think it is better than a Close-to-close classic volatility calculation?Thanks for sharing your toughts!Best regards.

Hello,The french version of the book will be published in two weeks and the price is waaaaay below the price of the english version. How can this be? It will cost 61 EUR vs 151 £ for the english version...

Thanks everyone for your replies! One question, maybe broadening the subject: -What are the main applications of quantitative finance?

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Hello everyone,Simple question:Is technical analysis a form of quantitative finance?Why?

Not yet, but I'll do it and share the results with you this afternoon. Thanks for your help.

Ok, thanks. But for computing the hedge ratio I need some historical returns. How much data should I use? I'm looking to adjust my hedge every week (if the signals I use tell me to do so). Should I use YTD returns? 1y returs? More?

Update: After a second thought, I think we should use the Beta to calculate the hedge ratio.The main question is what time frame should I use to compute the value?

<t>Hello everyone,Imagine I'm long in a stock called ABC.I want to hedge this position for a week.I know my stock has positive correlation with the STOXX Europe 600.I can sell a quantity of STOXX Europe 600 futures to do this hedge right?My question is, how do I determine the quantity?I think I coul...

Hello everyone!Can you please explain me how synthetic ETF works? I initially tought ETF where only physical replication of an index but it seems it is not always the case.Thanks for your help!Best regards.

I'm also interested in the possible answers for this thread. Anyone else want to answer the OP question?Thanks!

Thank you very much for your reply Alan!

Hello,I'm doing a research on assymetric beta (downside beta and upside beta). I wanted to know what are your opinion on this? Do you beleive it is interesting to implement in a portfolio strategy?Thanks for sharing your opinion/ideas!Best regards.

Hi Alan!If the fund's portfolio has changed, shouldn't it be more precise to calculate the volatility with b. ?