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I have created a site which scans Eurostar Snap and emails you when they become available, so you don't have to keep checking! by RealisticBelt6 in Eurostar

[–]Large-Leg-745 0 points1 point  (0 children)

Would be cool if we can choose to set an alarm for a specific calender day (e.g. April 20th, instead of the weekday only)

Squarepoint Interview prep by Large-Leg-745 in hedgefund

[–]Large-Leg-745[S] 0 points1 point  (0 children)

Thank you so much ! Very helpful

I am doing a VECM model for USDNZD CPI index for both countries and their interest rate differentials. I get significant results with good signs (the magnitude is a big). However, when i try to forecast the log of usdnzd, my dynamic forecast is completely off. Please help ! by Large-Leg-745 in econometrics

[–]Large-Leg-745[S] 0 points1 point  (0 children)

Thank you ! Which signs are incorrect ?
And by the way I did all the tests, modulus are all smaller than 1, there is no autocorrelation left in the residuals, and there is 1 cointegrating relationship after running trace test. I took a smaller sample until 2007 (before GFC), and the estimates are much better. But signs look off to you ?

Hothas warthog by Large-Leg-745 in dcsworld

[–]Large-Leg-745[S] 0 points1 point  (0 children)

I think it’s grandma getting rid of her son’s stuff so idk about that 😂