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by stonexu1984
April 21st, 2011, 1:49 pm
Forum: Programming and Software Forum
Topic: Q for Bloomberg VBA API
Replies: 1
Views: 23452

Q for Bloomberg VBA API

<t>I just cannot find any document like pdf manuals that are relating to the VBA API functions. Any one could tell meobjDataControl.GetHistoricalData arraySecurity, 1, arrayField, CDate(SD), CDate(ED), Results:=vtResultobjSnap.GetData arraySecurity, "MARKET_SECTOR_DES", , , 10000, vtResultwhat does ...
by stonexu1984
June 9th, 2010, 12:22 pm
Forum: Technical Forum
Topic: it is kurt or excessive kurt used in CF VaR?
Replies: 7
Views: 27970

it is kurt or excessive kurt used in CF VaR?

but if you plug s=0 and k = 0 in the formula it gives you the exact number of N(confidence), which indicates it should be excessive k in the formula
by stonexu1984
June 9th, 2010, 12:17 pm
Forum: Technical Forum
Topic: it is kurt or excessive kurt used in CF VaR?
Replies: 7
Views: 27970

it is kurt or excessive kurt used in CF VaR?

the link is not working...
by stonexu1984
June 8th, 2010, 12:54 pm
Forum: Technical Forum
Topic: it is kurt or excessive kurt used in CF VaR?
Replies: 7
Views: 27970

it is kurt or excessive kurt used in CF VaR?

The "K" in CF Var is kurtosis or excessive kurtosis? any official literal?
by stonexu1984
March 4th, 2010, 2:10 pm
Forum: Programming and Software Forum
Topic: "Out of Memory" when doing Linprog in Matlab
Replies: 5
Views: 34259

"Out of Memory" when doing Linprog in Matlab

and it's odd i am getting different answers by sparsing Aeq Beq, why?
by stonexu1984
March 4th, 2010, 1:39 pm
Forum: Programming and Software Forum
Topic: "Out of Memory" when doing Linprog in Matlab
Replies: 5
Views: 34259

"Out of Memory" when doing Linprog in Matlab

<t>Thanks how do i instruct Matlab to clear the memory? i think matlab just couldn't find a enough big contiguous free block to store the data. Actually my data contains large amount of 0s, most of the subsets are zeros(x,y). I tried to use sparse function, it helps in reducing the size of the datas...
by stonexu1984
March 4th, 2010, 4:45 am
Forum: Programming and Software Forum
Topic: "Out of Memory" when doing Linprog in Matlab
Replies: 5
Views: 34259

"Out of Memory" when doing Linprog in Matlab

<t>Hi guys, I am encountering this problem when running linear programming in Matlab, ===============================================================??? Out of memory. Type HELP MEMORY for your options.Error in ==> lipsol at 689 x(perm) = (P(perm,perm)+U(perm,*U(perm,')\b(perm);Error in ==> linprog ...
by stonexu1984
December 23rd, 2009, 2:37 pm
Forum: Technical Forum
Topic: Has anyone worked on the conditional skewness?
Replies: 0
Views: 32051

Has anyone worked on the conditional skewness?

<r><URL url="http://faculty.fuqua.duke.edu/~charvey/Research/Published_Papers/P54_Autoregressive_conditional_skewness.pdfsaw"><LINK_TEXT text="http://faculty.fuqua.duke.edu/~charvey/ ... ess.pdfsaw">http://faculty.fuqua.duke.edu/~charvey/Research/Published_Papers/P54_Autoregressive_conditional_skewn...
by stonexu1984
December 17th, 2009, 4:04 pm
Forum: Technical Forum
Topic: How do I do generalized least squared in MATLAB?
Replies: 3
Views: 38813

How do I do generalized least squared in MATLAB?

Or there is no way to do that in MATLAB..? the stats toolbox is pretty weakAlso, how to do regression with the autoregressive residuals?y(t) = b*x(t) + e(t)e(t) = a*e(t-1)+...plz advise, thanks!
by stonexu1984
October 8th, 2009, 6:20 pm
Forum: Technical Forum
Topic: what is momentum model/factor???
Replies: 2
Views: 37001

what is momentum model/factor???

<t>I keeping hearing ppl say sb uses "momentum model", use the momentum factors.... I know momentum model assumes the current price/return is positively correlated to the past price/return, and some TA indicator like MACD, RSI, CCI can all defined as "momentum factor". I wonder if what they mention ...
by stonexu1984
June 8th, 2009, 6:27 am
Forum: Programming and Software Forum
Topic: How to use bloomberg API in VB 2008?
Replies: 0
Views: 39230

How to use bloomberg API in VB 2008?

<t>I've built a Access form to download data from bloomberg to database, what I did is just download the bloomberg API and check "Bloomberg data library" and "Bloomberg history library" in VBA reference. Now I am going to build the same form in VB 2008. But cannot find anywhere to choose the add-in ...
by stonexu1984
May 6th, 2009, 5:10 pm
Forum: Technical Forum
Topic: how to measure liquidity?
Replies: 4
Views: 40668

how to measure liquidity?

could u give a link to the paper? thx!
by stonexu1984
May 5th, 2009, 9:15 pm
Forum: Programming and Software Forum
Topic: is VB+SQLserver FASTER than Access?
Replies: 5
Views: 41079

is VB+SQLserver FASTER than Access?

<t>i create a Access form which has some listbox, buttons... to let me choose what data I want to load to the excel. So i have to write SQL in Access VBA first and then give the data to excel. i am thinking about ur idea, but that's same just like I build the form in Excel, and still write everythin...
by stonexu1984
May 5th, 2009, 5:58 pm
Forum: Programming and Software Forum
Topic: is VB+SQLserver FASTER than Access?
Replies: 5
Views: 41079

is VB+SQLserver FASTER than Access?

actually I am simply writing a ssql in Access VBA and execute it to extract the value I want from the database and put in the excel spreadsheet cell, and one by one... i think that's either DAO or ADO right?
by stonexu1984
May 5th, 2009, 3:04 pm
Forum: Programming and Software Forum
Topic: is VB+SQLserver FASTER than Access?
Replies: 5
Views: 41079

is VB+SQLserver FASTER than Access?

i am exporting the data from Access to excel file but turns out pretty slow, since i have to put data in the spreadsheet cell by cell. But i know someone is doing the same way using VB+SQLserver, so the software really makes difference?