equities

  1. How can I statistically time the stock market, S&P 500, ^GSPC, based on a back tested VIX?

  2. Equity short Interest data source
  3. Valuation of a company
  4. Differences between Snowball, KIKO and TRF derivatives?
  5. How do I reproduce the cross-sectional regression in "Intraday Patterns in the Cross-section of Stock Returns"?

  6. Why does the Weak Form of Market Efficiency and Markov Property hold?

  7. Testing Valuation, Size and Momentum (proprietary factors) from 1988-2013: No evidence of driving cross-sectional returns

  8. Force Index EMA calculation for stock indicator
  9. Interpret predictions weekly and monthly stock price returns
  10. Robust way to calculate P&L for stocks/futures trading

  11. What is Bid in BBO when there are no buy orders for a certain ticker?

  12. Clever ways of "summarising" the equity fund universe

  13. Price is Log-normal distributed, yet the return is non-normal
  14. Calculating total market price of security
  15. Impact of option trading on the stock's trading volume

  16. Data source for Ubuntu server running Rstudio
  17. What is the best data range for calculating Risk Premiums for Market, Size and Value?
  18. Is the Fama-French website data free of the serious selection bias pre-1962 where it's tilted toward big historically successful firms?

  19. Why do Fama French's "Common risk factors in the returns on stocks and bonds" use data starting in 1963? Availability or convenience for results?

  20. Is variation in price-dividend ratios that is attributable to excess returns due to variation in returns or variation in risk free rates?

  21. Correlation between equity returns and debt spread changes
  22. Volatility of stocks small cap vs large cap

  23. Correlation between bond yields and stock returns?

  24. How to cluster stocks and construct an affinity matrix?
  25. Retrieval of MSCI factor index performance data from the web

  26. Using the midpoint of bid-ask as an approximate instrument price
  27. FTSE 350 sector index historical data

  28. Volatility of stocks

  29. What are necessary adjustments to returns in CRSP?

  30. List of US Industry sector ETFs that map to ICB classification

  31. Approximation of equity value in default
  32. How to adjust trading volume based on stock splits?

  33. Lévy alpha-stable distribution and modelling of stock prices.

  34. How can you determine the correct significance of the Shiller P/E regression?
  35. How google finance calculates beta of a stock

  36. Equity recovery rate at default
  37. The right choice when the price of a stock follows a random walk
  38. Role of next month's dividends in forward pricing

  39. How to assign equity analyst recommendations to a common, numeric scale?
  40. How do analyst on Wall Street forecast whole balance sheet

  41. Analyzing stock performance - keep companies after bankruptcy?

  42. What is a "monetary non-event" for a corporation?

  43. Where to Find Historical Earning Event (Quarterly Figures Dissemination) Dates?
  44. How to solve for the implied stock lending rate given equity options prices?

  45. The delta of a stock is 1 or -1 right?
  46. Do underlying assets have a no-arbitrage price?
  47. Where to get historical IV rank & IV percentile data?
  48. Why sometimes the shares outstanding of a company is larger than shares issued?
  49. negative tobin Q

  50. Short selling volume reports

  51. How can I calculate the "Probability of Touch" for a stock?

  52. What information is significant in a company's 10Q?

  53. Getting intraday stock quotes from Google

  54. Why is limit price order been executed with a worse price?
  55. Does MSFE of a stock's closing price increase almost linearly?

  56. How to hedge a stock by selling a portfolio of Stocks?

  57. Open stock information database?
  58. How to calculate Fama-French factors?

  59. Why is expected equity returns the risk-free rate under risk-neutral measure?
  60. Modeling Long-Term Mean Reversion in Asset Returns
  61. Option with company earnings as underlying

  62. If a struggling company issues preferred stock, won't its share price hit rock bottom
  63. How do I measure two successive closing prices against the same standard deviation?
  64. Calculating target participation rate
  65. How to get Stock Fundamental time series data?

  66. Determine trends of data (direction detection or turning point detection)

  67. Free Float Data sources

  68. Locked/crossed prices in US equities

  69. ITCH feed, price executed at different to original order?

  70. Portfolio optimisation - Non brute force solutions to optimisation problems

  71. Replicating a portfolio with a certain payoff function

  72. How do I modify my basic black scholes model in Excel to price american options?

  73. How to estimate the historical share prices of unlisted companies

  74. python: How use the S&P 500 index to predict japan stock,namely timezone issue
  75. How do I build an EQ Options backtesting system?

  76. Cochrane on Return Predictability

  77. Handling non-trading days
  78. Looking at distribution of yearly returns of time series

  79. Fama-French Global Factor Universe
  80. What exactly is an ISO order?

  81. How much money tracks the FTSE?

  82. Pricing option as of a future date
  83. Calculating the PB of a stock in practice

  84. Forecasting next day return of a stock using PCA of index constituents
  85. What determines trading volumes of the same stock at different trading platforms?

  86. Poker and Options Trading

  87. Alpha & beta in investing

  88. Why aren't option pricing models more frequently used to value risky cash flows?

  89. Is "interest" positive or negative in the "free cash flow to firm" model?
  90. Historical Financial Statement to Backtest in R

  91. Why are we obsessed over normalizing financial data?
  92. Stock returns: Determining the window size

  93. How to get list of all CUSIPS/ISIN?

  94. How can we track historical valuations of factor portfolios in emerging markets (in terms of P/B or P/E e.g.)?
  95. First order recursive equation for discrete modelling of stock price

  96. What study has shown that "about two thirds of acquisitions end up destroying shareholder value"?
  97. What are the best sources for equity quantitative research?

  98. Is it possible to calculate implied probability of >=X% return based on implied volatilities from options

  99. Which exchanges I can extract the close prices from using google finance?

  100. How do stock watch firms know who is buying and selling stocks before it is announced publicly?