Recent content by Hank_Terrebrood

Wealth-Lab has a function for collecting free end of day data from Bloomberg. Does anyone have documentation on how to implement the same?

For US equities AmiQuote returns several fundamental items using free end of day data from Yahoo. While looking at a chart for a stock, go to the Symbol menu and select Information. Down on the lower left where the commentary pane is you should now have a tab showing you information in...

No, you can't annualize volatility "by simply taking the standard deviation of daily returns and multiplied by 260" You multiply standard deviation by the square root of time. Thus, if you were looking at 20 day (4 week) volatility, you would multiply times the square root of (52/4) - I've...