<t>Take 12 monthly returns for a portfolio. These monthly returns when multiplied together, i.e. (1 + product of monthly returns)-1 creates the portfolio's annual return.Each month's portfolio return is created by summing each stock's weighted return.Question.Should the 12 month portfolio return (ca...

has anyone used Fidessa's bluebox? I would like to have your opinion on it.

what do you want to know? I have used trade station for 8 years.

I have some somewhere on a hard drive, might try digging it out and posting it in the file section. But it's a bigh file from memory.

<t>Markets don't make corrections - people in markets make corrections by their relative buying and selling, holding decsions. I think it would be more correct to say that a correction, is a pull back from a perceived trend, as opposed to the market simply going up or down. Surely, if we all take fo...

<t>Lets suppose we use a basic random walk to generate a fund value over time. Now we wish to model units issued, but not simply from another random walk but one which takes into consideration fund value. We expect to have correlation/cointegration between fund value and units issued, so that as fun...

I like the idea of time series objects. Is the sewing of of various objects created by a 'metaverse' approach by which a new time series object is created, or is another time series file created only ?cheersadam

Sorry, deleted it by accidentcheersadam

<t>You can do this three basic ways in VBA, they are 1) use filesytemobject and parse the data into avraint array for processing using the split function 2) use functions like write, read, print etc 3) query the text as if it were a database using adodb.this should allow you to process the data with...

<t>Please can someone help me look at why this dragdrop is not quite working. I have attached a zip file with two files, 1) a recursive treeview query, and 2) the spreadsheet the DAO queries which is used as a database.The recursive query which used to populate the treeview control works fine, howev...

Okay - update to problem. yes, the recordset must be put to first record so it can scan over all records looking for the field which equals the child node.The major problem also occurred when using DAO, where an apostrophe is encountered. This was the second major reason.thanksadam

<r>what is the reason for moving to first before find next. The recursive call has to go to the next instance of the first criteria and if not found then returns back. If you put movefirst on every call surely the tree nodes cannot be built.Is your copy working ? If so can you send me the copy so I ...

Can some have a look at the files attached and see what I am doing wrong with this recursive treeview call using DAO in Excel and VBA.Your Feed back is appreciated. many thanksAdam

Where's Australia ? Where's Monash University. Must be a state of New Zealand !!From a Kiwi living in Sydney - having lived in the US and Canada I don't know many Americans who know where Australia is, let a lone what Monash University is.Adam

Does someone have Matlab code or function(s) they may share with me for an Auto-regressive Conditional Duration model.ThanksAdam