10. New financial functions
34 pre-compiled financial functions were shipped with SAS for free, which can be called in DATA step.
9. A management GUI
There is a nice-looking Java-powered GUI to manage the user-defined functions: SAS FCmp functi…
10. New financial functions
34 pre-compiled financial functions were shipped with SAS for free, which can be called in DATA step.
9. A management GUI
There is a nice-looking Java-powered GUI to manage the user-defined functions: SAS FCmp functi…
Market always generates huge volume time series data with millions of records. Running regressions to obtain the coefficients in a rolling time window is common for many backtesing jobs. In SAS, writing a macro based on the GLM procedu…
U.S. Treasury bonds with maturity ranging from 1 year to 30 years are daily updated on the Treasury’s website. However, some yields, such as from 4 years maturity bond, have to be inferred. The Nelson-Siegel function is probably one of the most impor…
U.S. Treasury bonds with maturity ranging from 1 year to 30 years are daily updated on the Treasury’s website. However, some yields, such as from 4 years maturity bond, have to be inferred. The Nelson-Siegel function is probably one of the most impor…
U.S. Treasury bonds with maturity ranging from 1 year to 30 years are daily updated on the Treasury’s website. However, some yields, such as from 4 years maturity bond, have to be inferred. The Nelson-Siegel function is probably one of the most impor…
The last week witnessed one of the wildest fluctuations in the market. Copula could measure the nonlinear dependence of multiple assets in a portfolio, and most importantly, is pronounced as \`kä-pyə-lə\(Thanks to the tip by Rick). The latest COPUL…
The last week witnessed one of the wildest fluctuations in the market. Copula could measure the nonlinear dependence of multiple assets in a portfolio, and most importantly, is pronounced as \`kä-pyə-lə\(Thanks to the tip by Rick). The latest COPUL…
The last week witnessed one of the wildest fluctuations in the market. Copula could measure the nonlinear dependence of multiple assets in a portfolio, and most importantly, is pronounced as \`kä-pyə-lə\(Thanks to the tip by Rick). The latest COPUL…