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- January 20th, 2006, 7:45 am
- Forum: General Forum
- Topic: Horse Racing Data
- Replies: 15
- Views: 125640
Horse Racing Data
i got the betfair data, btw.i asked a few months ago before it was available
- January 20th, 2006, 7:41 am
- Forum: General Forum
- Topic: Horse Racing Data
- Replies: 15
- Views: 125640
Horse Racing Data
your right, the arbs are normally very small though
- January 19th, 2006, 10:16 am
- Forum: Technical Forum
- Topic: Stat Arb in Fixed Income
- Replies: 12
- Views: 125072
Stat Arb in Fixed Income
convexity mean reversion
- January 18th, 2006, 7:46 am
- Forum: Student Forum
- Topic: Intraday cointegration
- Replies: 19
- Views: 127391
Intraday cointegration
I can't seem to get that paper, could someone post it or send it to me? thanks
- January 18th, 2006, 7:42 am
- Forum: General Forum
- Topic: Horse Racing Data
- Replies: 15
- Views: 125640
Horse Racing Data
thanks for the advice will check it out
- January 18th, 2006, 7:38 am
- Forum: General Forum
- Topic: what are major statistical macro models?
- Replies: 10
- Views: 124008
what are major statistical macro models?
what kind of model are you looking for?check out DSGE models
- January 13th, 2006, 10:18 am
- Forum: Student Forum
- Topic: Intraday cointegration
- Replies: 19
- Views: 127391
Intraday cointegration
using mids?
- January 13th, 2006, 7:18 am
- Forum: Student Forum
- Topic: Intraday cointegration
- Replies: 19
- Views: 127391
Intraday cointegration
cro i wouldn't just concantenate the series. i working on something similar, let me have a think and i will get back to you.may i ask what series you are using?J
- January 13th, 2006, 7:01 am
- Forum: Student Forum
- Topic: Intraday cointegration
- Replies: 19
- Views: 127391
Intraday cointegration
do you think the intraday cointegration relationships are stable enough to estimate over such a long window? Do you weight your regression?
- January 13th, 2006, 6:56 am
- Forum: Technical Forum
- Topic: risk neutral density
- Replies: 13
- Views: 125425
risk neutral density
Dont mean to be rude cosmologist, but why do you bother repeating what I said in my original post?
- January 12th, 2006, 6:59 am
- Forum: Technical Forum
- Topic: risk neutral density
- Replies: 13
- Views: 125425
risk neutral density
Thanks MJ, will check tonightJH
- January 11th, 2006, 4:17 pm
- Forum: General Forum
- Topic: Practical dispersion trading
- Replies: 5
- Views: 131835
Practical dispersion trading
i think this is a good question, there must be a correlation trader out there who can give an answer?
- January 11th, 2006, 3:18 pm
- Forum: Technical Forum
- Topic: risk neutral density
- Replies: 13
- Views: 125425
risk neutral density
yes i know how to do that....i want the actual differential of the BS equation
- January 11th, 2006, 1:03 pm
- Forum: Technical Forum
- Topic: risk neutral density
- Replies: 13
- Views: 125425
risk neutral density
oops i left it in chicago, guess i will have to buy another copy. in the mean time if anyone else could post the formula that would be much appreciatedJ
- January 11th, 2006, 12:58 pm
- Forum: Technical Forum
- Topic: risk neutral density
- Replies: 13
- Views: 125425
risk neutral density
wow, i didnt realise, i will check it outthanks!