Serving the Quantitative Finance Community

Search found 27 matches

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by oengier
October 24th, 2008, 7:25 am
Forum: Student Forum
Topic: what is the logic between the cash flow and the stock price?
Replies: 6
Views: 48334

what is the logic between the cash flow and the stock price?

QuoteOriginally posted by: jawabeanQuoteOriginally posted by: oengieri can select stocks using these the effective cash flow indicatorsu r kiddingThe indicator is not the only one, but is one of the selection indicator.
by oengier
October 24th, 2008, 12:25 am
Forum: Student Forum
Topic: what is the logic between the cash flow and the stock price?
Replies: 6
Views: 48334

what is the logic between the cash flow and the stock price?

thank you all, they are helpful. Understanding the logic is the first thing. The second is that i want to know the relationship between the cash flow indicators and stock price ,and i can select stocks using these the effective cash flow indicators. The resource is better.oengier
by oengier
October 23rd, 2008, 7:25 am
Forum: Student Forum
Topic: what is the logic between the cash flow and the stock price?
Replies: 6
Views: 48334

what is the logic between the cash flow and the stock price?

Hi,allAny one who can comment or give some resource is appreciated. Thanksoengier
by oengier
August 29th, 2008, 5:49 am
Forum: Student Forum
Topic: where can i find the information about the quantitative mutual funds?
Replies: 2
Views: 49682

where can i find the information about the quantitative mutual funds?

thanks for reply. The data is more useful for me now. But it is difficult to find. The data i want most is the number of quant mutual funds and the scale from 1970s. Any help is appreciated.
by oengier
August 25th, 2008, 8:38 am
Forum: Student Forum
Topic: where can i find the information about the quantitative mutual funds?
Replies: 2
Views: 49682

where can i find the information about the quantitative mutual funds?

Hi,allI am writing a short introduction about quantitative funds. Could anyone provide sth about it such as the history,present scale ,the popular using method and so on? Provding websites is also appreciated.thanks,oengier
by oengier
August 4th, 2008, 8:59 am
Forum: Student Forum
Topic: How to judge bull/bear market or the stock price using trading volume?
Replies: 1
Views: 50158

How to judge bull/bear market or the stock price using trading volume?

hi all, i want to select stocks by analyzing their trading volume . Can anyone tell how to deal with it? And i also want to know how to judge the bull/bear market .thanks,oengier
by oengier
July 25th, 2008, 1:46 am
Forum: Student Forum
Topic: where can i find the performance of hedge funds using quantitative approaches?
Replies: 1
Views: 50488

where can i find the performance of hedge funds using quantitative approaches?

hi,all. I am doing some research about quantitative stock selection. I want to know how this approach perform. So does anyone can tell me where to find the performance of hedge funds using these quantitative approaches? thanks.
by oengier
June 22nd, 2007, 6:14 am
Forum: Student Forum
Topic: Could someone give some help about forecasting the beta of stocks?
Replies: 13
Views: 72062

Could someone give some help about forecasting the beta of stocks?

<t>QuoteOriginally posted by: jawabeanQuoteOriginally posted by: oengierwhat I want to know more is about how future beta of portfolio changes and then i can take the corresponding measures in advance. u can regress your portfolio' beta on some exogenous parameters, like book-to-market ratio and oth...
by oengier
June 19th, 2007, 7:01 am
Forum: Student Forum
Topic: Could someone give some help about forecasting the beta of stocks?
Replies: 13
Views: 72062

Could someone give some help about forecasting the beta of stocks?

jawabean: yes, portfolio is my final aim. thank your comment.rcohen: thanks for your clear explanation. what I want to know more is about how future beta of portfolio changes and then i can take the corresponding measures in advance. Could you recommend some papers about it? thanks.oengier
by oengier
June 18th, 2007, 5:05 am
Forum: Student Forum
Topic: Could someone give some help about forecasting the beta of stocks?
Replies: 13
Views: 72062

Could someone give some help about forecasting the beta of stocks?

Hi all,I am working on how to forecast the beta of stocks. Does anyone know any good or effective models ? Any help is appreciated.oengier
by oengier
June 6th, 2007, 1:20 am
Forum: Student Forum
Topic: where can i find the data about annual total volume of differet index futures?
Replies: 0
Views: 70402

where can i find the data about annual total volume of differet index futures?

hi all, Does somebody know some websites where i can find data about annual total volume of index futures? Thanks.oengier
by oengier
April 6th, 2007, 1:08 am
Forum: Student Forum
Topic: what do these indicators mean?
Replies: 2
Views: 75267

what do these indicators mean?

Ah,I am just curious to anything i don't know .Yes, you are right.I found most of them on one website . i still want to know if they are really useful for selling and buying stocks or which ones are best.thanks for your replying .
by oengier
April 5th, 2007, 12:29 am
Forum: Student Forum
Topic: what do these indicators mean?
Replies: 2
Views: 75267

what do these indicators mean?

<t>Hi all, Recently i found a website about program trading and there is a list of Index Arbitrage Indicators. But i know very few about them. Is there anyone knows some of them? Here is the list : PREM... one of the few indicators that actually works over 90% of the time. TIKI... not 1 trader in a ...
by oengier
January 24th, 2007, 7:17 am
Forum: Student Forum
Topic: hedge closed-fund
Replies: 5
Views: 81258

hedge closed-fund

<t>sorry for my unclear expression. Suppose the closed-end fund will maturity in 3m and i will hold the portforlio to maturity. Easy to know the discount will be zero at maturity and your mentioned problem disappears. i think the key point is how to manage the beta of fund. What i want to know are w...
by oengier
January 24th, 2007, 7:17 am
Forum: Student Forum
Topic: hedge closed-fund
Replies: 5
Views: 81258

hedge closed-fund

<t>sorry for my unclear expression. Suppose the closed-end fund will maturity in 3m and i will hold the portforlio to maturity. Easy to know the discount will be zero at maturity and your mentioned problem disappears. i think the key point is how to manage the beta of fund. What i want to know are w...
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