Hi,I am ready to test some strategies and am in need of hourly historic index (e.g. RS2K, NASDAQ) data. Any pointers would be greatly apprecaited.Thanks

<t>I have the following hyothetical situation. I have a retail business and I want to lease it to an opertor. The lease owner will be required to provide an annual payment equal to the greater of :1) X% of the annual gross revenues (the percentage will be negotiated)2) A mimimum lease amount, call i...

I am looking for end of the day (does not have to be real time) quotes for both Treasuries yields and Interest Rate Swaps. I've looked around already, and am having the most difficulty with swaps. Is there a free intrenet site that can provide?

<t>Thanks for your help. I see where I went wrong. So, in general terms, solving for hte required investment in t-matiruity TIPS:INV (t) = [PMT - (SUM (from t to T) (INV (t+1)*CPN(t+1))]/ (1 + CPN (t))now I have another question for you. I am LONG inflation now, as I need to make these payments of $...

<t>OK. I understand. You are describing an immunization approach. For the moment, assuming all maturities are available, for the 30 year bond, I would start off with a bond such that the amount paid would be equal to the liability in year 30: This liability is equal to the PMT * (1+ CPI30). Solving ...

<t>I have the following situation. I am contractually obligated to pay $100M, adjusted for inflation, annualy for the next 30 years to my counterparty. It would work like this? Today is t=0, next year t=1, etc.t=o. PMT = $100Mt=1. PMT = $100M * (1+ change in CPI in period year 1)t=2. PMT =PMT in Yea...

Much thanks for your explanation. I think I had it right, but needed some verification. Any thoughts to adjusting for higher order moments? (Excess) Skewness and Kurtosis?

<t>This is a very basic question that I am trying to verify.I am trying to determine how to calculate confidence intervals for a log-normal portfolio (described by return (ret) and standard deviation(STD)). I construct a portfolio of assets and determine the resulting expected return and standard de...

Please send a copy to thomas@adbiller.com

Excuse the obvious and probably dumb question...What is the title of and where can I get your book.Sounnds exactly like what I need.

My firm could probably help you with this, but would need to learn more. Please let me know how to get in touch with you.

Yep. I am using Excess Kurtosis (Zero for a normal distribution). This is how EXCEL defines it also.

<t>Here is a question that I can not seem to solve. Let's keep it simple for now. I have a normal distribution (Expected return = 0%, standard deviation = 1%).In year one, I want to determine what the 95th percentile return is. This is fairly straight forward. for the 95th percentile, the Z value is...

I must really be missing something. I thought the general formula for excess Kurtosis in period t was:1/t (Excess Kurtosis in Period 1) - 3 (1 - 1/t)I must have the general formula wrong.Sorry for the frustration. This is a bit new to me

Thanks, but I am still a little confused.What is the general forumula for excess kurtosis in period t given excess kurtosis in period 1?I just want to be sure tha tI have this all straight in my head. Much thanks in advance