Hi everyone. I would just lie to know if there is a easy way to get exposure to the TSX Venture Exchange in Canada. I am hoping to get broad exposure if possible. Any suggestions and comments would be much appreciated. Thank you!
Hi everyone. I'm thinking of doing research on the impact of macroeconomic news on government bond and stock futures. I guess I should state the most basic premise to put things into context. In it's most elementary form, it will involve a simple model regressing macroeconomic news surprises...
Hi there, thanks for the replies. Well, assuming I have all the components needed (ie. conversion factors, etc.) what would be the procedure of calculating the implied yields? If you don't mind, could you give me a numerical example? Thanks.
Hi everyone. I apologize if this isn't where I should post this question. Basically, I would like to know how I can calculate the implied yield from a bond futures price. I have data 10 year bond futures prices but I would like to calculate the implied yield. Does anyone know how I can do this...
Hi everyone. I apologize if this question is a bit left field but I'm getting a bit desperate and need help. Basically, I have some irregularly spaced financial data. Specifically, I've got stock price data by the second but it isn't in regularly spaced intervals. I was wondering if you folks...