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Hi All :) I wanted to import tick by tick(Each Minute) price appearing in a website to my spreadsheet that refreshes every minute i have done that using web query imported to excel now i need your help if i want to save that value which refreshes in every minute in a seprate sheet of the...

SPAC research Send me too :smt024 owaisshah_owais@hotmail.com

:dance: Happy:dance: :dance: Birth:dance: :dance:Day:dance: :)Bob:smt006:band:

Yes you are right now I am so sorry for asking the question in that manner In short I want to model Tail Loss or Extreme loss using GPD because i am assuming distribution which is non normal

Not Monte carlo simulation i have done initial analysis using Historical simulation

I am looking to model that x% bad returns which cant be model with VaR i have done that with taking average of those bad days , i am assuming now a non normal distribution and looking for GPD to evaluate tail loss or Extreme loss for which i was asking advise how to do that in Excel VBA I...

Any one here worked for calculating tail Index or code GPD generalized pareto distribution in VBA ???

Hi All Could you all please help me in calculating Tail Index of Stocks or modelling Tail distribution i am looking to model extreme risks say a non normal distribution using generalized pareto distribution in Excel VBA (any Code) Any Help Suggetion Thanks in Advance

:dance::) Happy Birth Day to you May You Have Many More:)

Thank you for your views! :) i will definitely Use that information in my Work

http://www.bloomberg.com/apps/news?pid=20601087&sid=aZKOrbcOFw6w&refer=home Gold Extends Biggest Advance in 26 Years on Demand for Haven Break Breaches Unusal Moves Whats happening It was Expected but more than 10% Increase in One day?

Diversification in portfolio management is very important, we see less correlation between Assets when constructing portfolios but in the period of stress all move in the same direction just want to know What do you guys think what do Quantitative Finance teach us in this situation for...

Hi All Inverse correlation between gold and US financials but in current times with US Financials and Gold, Oil all are moving same What are your views kindly discuss those If one is doing any stress test analysis how do he incorporate current situation in his scenarios analysis...

Happy Birthday =D> GOD Bless You:)

Hi All Have any one here done Coding in VBA for GARCH Parameters Estimation Kindly plz see if you could share with me or give me some hints in constructing that in Excel VBA Thanks

Hi Andy Thanks Andy Same pro with me as well what would you advise for making ground ideas solid for Financial Engineering becoz if ur base is not strong the building will fall soon Share more ideas start a thread for basics as well Thanks

Thanks man!!:) I need favor from you will you help me in my research project and i would like to hear views about emerging economies , and Financial Innovation any suggetion do you have for country like Pakistan where financial innovation in its initial phase particularly if non performing...

Hi All Nice to see all of your Discussion but can any one give me answer of followings in my Mind Any Suggetion for emerging economies like Pakistan where still 90% people doesnot understand Quant or Financial Engineering simple work is going on still in the initial phase of developing Advance...

Thanks !!! alot for giving me knowledge but now also through some light on block maxima approximations and how do we do that in excel

Hi Bastian Gross and All thanks for your key views about VaR and so can you plz help in using block Maxima approximation for extreme value theory for Gold Risk Analysis how do we do that please tell me in step by step manner in Excel.

Hi All www.gold.org Just want to take your views if you have only Investment in Gold and you want to analyse maximum probable loss in one day , is VaR good for estimation maximum probable loss in 1 day keeping view in mind of Normal Distribution? Please reply soon Thanks

Hi to all its me owais doin my BS Financial Engineering!! good to see others FE students