Serving the Quantitative Finance Community

Search found 8 matches

by leonard
April 19th, 2005, 10:07 pm
Forum: Student Forum
Topic: Example CDO model sought
Replies: 6
Views: 154015

Example CDO model sought

anyone have one in excel?
by leonard
January 23rd, 2004, 3:23 pm
Forum: General Forum
Topic: R-Squared Question
Replies: 14
Views: 190549

R-Squared Question

Thank you for everyone's replies as I have a lot learn. The question which I cannot seem to get over is where the price value per point is included. For example if the mini-sp futures = $50/point and the Dow = $10/point, where does this come in to the equation.Thanks Thanks Thanks,Leonard
by leonard
January 23rd, 2004, 8:04 am
Forum: General Forum
Topic: R-Squared Question
Replies: 14
Views: 190549

R-Squared Question

There is a strong feeling I will!Thanks again.
by leonard
January 23rd, 2004, 7:37 am
Forum: General Forum
Topic: R-Squared Question
Replies: 14
Views: 190549

R-Squared Question

Johnny,Yes, that did clarify my question quite a bit. And whoa! that will take me quite some time to work on. Wait...wait...yes a slight pain in my head already.Here we go!Thanks,Leonard
by leonard
January 23rd, 2004, 7:22 am
Forum: General Forum
Topic: R-Squared Question
Replies: 14
Views: 190549

R-Squared Question

SG,Two things...What is the eps in your equation?Also, this is for spreading index futures which is the reason I brought the pricing angle into it. (The two underlying have different point values)Thanks.Leonard
by leonard
January 23rd, 2004, 7:02 am
Forum: General Forum
Topic: R-Squared Question
Replies: 14
Views: 190549

R-Squared Question

<t>Trust me I'm not 100% sure what I'm doing either. Though I do know what end result I'm looking for.I'm working my way off the CBOT floor, which has been my life, to something entirely new and foreign: electronic markets. This has been a real mental struggle for me so I realize this could be quite...
by leonard
January 22nd, 2004, 10:40 pm
Forum: General Forum
Topic: R-Squared Question
Replies: 14
Views: 190549

R-Squared Question

<t>Hello,If I were to construct a spread of two fairly correlated products, say buy A and sell B and I need to know the # of contracts to trade for product B with A being 1 could I take the R-Squared of the two and then...Take (1/R-squared) - (price value of product B/price value of product A)to get...
by leonard
January 22nd, 2004, 3:41 pm
Forum: General Forum
Topic: Data Scrubbing
Replies: 0
Views: 189256

Data Scrubbing

Solved....Thanks