Great video, you are by far the best online teacher out there! Could you make a video about optimal capital structure and credit spreads using the leland model?
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Great video! One question: aren't VAR-predicted returns supposed to be computed against the lag, rather than the contemporaneous change? If yes, how would this change results?
Great Content! Video request: Factor decomposition of an example CTA hedge funds return, regressed against factor indexes like volatility, carry, mean reversion/value, time series momentum
Great video tutorial! However, I noted you posted a link to review the Excel document featured in this video and was not able to locate NEDL_VAR_trading. Let me know if it can be posted, or if it is, how to locate.
I was able to reproduce - following you video. I did have a question on how it might be done if you were wanting to focus on a single stock, but incorporate 5 indicators (moving averages, supertrend, etc...). Do you think this could be similarly run - but in addition to predicting stock price movements (up or down) it would also predict the status of the indicator, assuming they are encoded one-hot or perhaps binary (0 or 1). Curious to hear your thoughts.
The excel computation doesn't seem to be quite right, for example: the return on AAPL on 04/01/2016 i.e. 26.34/26.32*100 - 100 gives 0.076 and not 0.0855. Please check.
Criminally underrated channel.
Great video, you are by far the best online teacher out there! Could you make a video about optimal capital structure and credit spreads using the leland model?
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
cannot find file nedl_var_trading.xlsx...
Thank you for the video! Video suggestion: VECM
Another gem, thank you!
video suggestion: beta hedging for pair trades
Great video!
Great video! One question: aren't VAR-predicted returns supposed to be computed against the lag, rather than the contemporaneous change? If yes, how would this change results?
Great Content! Video request: Factor decomposition of an example CTA hedge funds return, regressed against factor indexes like volatility, carry, mean reversion/value, time series momentum
Thank you for sharing
Thank you great video
Great video tutorial! However, I noted you posted a link to review the Excel document featured in this video and was not able to locate NEDL_VAR_trading. Let me know if it can be posted, or if it is, how to locate.
I was able to reproduce - following you video. I did have a question on how it might be done if you were wanting to focus on a single stock, but incorporate 5 indicators (moving averages, supertrend, etc...). Do you think this could be similarly run - but in addition to predicting stock price movements (up or down) it would also predict the status of the indicator, assuming they are encoded one-hot or perhaps binary (0 or 1). Curious to hear your thoughts.
I can't find the spreadsheet for this video and many other at the link
Sir can you make video on decile size adjusted return, idiosyncratic risk and industry value weighted returns, it will be really helpful.
The excel computation doesn't seem to be quite right, for example: the return on AAPL on 04/01/2016 i.e. 26.34/26.32*100 - 100 gives 0.076 and not 0.0855. Please check.
legendary
Hello, thank you for the videos. I’m trying to reach you via mail and linkedin, could you please respond if you can see the message. Thank you again