Ankur Sancheti

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Questions related from Ankur Sancheti

What is the mathematical formula to range a continuous time series in a Range of -1 to 1?

What is the mathematical formula to range a continuous time series in a Range of -1 to 1? Examples Slopes are: Slope 200 14 -500 0 30 -40 -110 0 300 230 90 -40

05 May 2016 9,421 1 View

How to Comparing Slope of Two Linear Regressions?

1) Since the Slope values are dependent of the numbers in the time series, then how can we compare two different time series lin reg slopes? 2) Is this possible to even find how steep or not is...

05 May 2016 9,367 2 View

Moving Averages of Stock Volumes really make sense?

Folks, Till now I have been measuring the Volumes over moving averages of N-past days. And i realized how wrong I was. I feel, Volume is not a time-series data unlike price quotes. There is very...

02 February 2016 1,601 14 View

Looking for a paper: “Market liquidity and volume around earnings announcements”,?

Folks, I am looking for a research Paper with below details: KIM O. and R.E. VERRECCHIA (1994): “Market liquidity and volume around earnings announcements”, So far, I am not able to find it...

01 January 2016 7,896 1 View

Help me Understand with examples these three concepts?

May someone Help me Understand with examples these three concepts? - adverse selection costs - Transaction Cost - Impact Cost Appreciate your Time.

01 January 2016 9,462 0 View