Hello folks, Is there any site/tool where I can create/maintain my bond portfolio (similar to portfolios in google/yahoo finance) ?I am considering USD denominated bonds of emerging markets and US treasuries.thank you very much in advance.
Hello experts, Can anyone list the steps for calculation PCA weighted butterfly trades. I have already calculated the PC1, PC2 and PC3.What would be the next steps for calculating the weights for the butterfly trade ?Any document listing the process would be great.Thanks.
QuoteOriginally posted by: frattyquantMoving average is the easiest! It's already in the Data analysis toolpack of excel.moving average does not seems to do any good...in fact it is worseing my results !!!!
While researching, I found, perhaps, filters are best way to smooth data. Please correct me if I am wrong.Which are the good filters that can be easily implemented in C++ or VBA ?