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NEDL
Liquidity coverage ratio (LCR) explained: Measuring liquidity risk (Excel)
Futures trading 101: Pricing of futures and arbitrage (Excel)
Futures trading 101: Short positions and margining (Excel)
Futures trading 101: Long positions and margining (Excel)
Probit model explained: regression with binary variables (Excel)
Logit model explained: regression with binary variables (Excel)
Repricing gap analysis and yield curve risk (Excel)
Basis risk (quality and timing): Imperfect hedging of IRR (Excel)
Do stock returns follow random walks? - Multivariate runs test (Excel)
Reddit vs Wall Street: GameStop short squeeze explained
GARCH model under non-normality: Laplace, Student, and error distributions (Excel)
Modelling stock returns - Slash distribution (Excel)
Which distribution fits best? Tukey lambda and PPCC (Excel)
Hurst exponent explained: Long-term memory in time series (Excel)
CreditMetrics explained: measuring credit risk (Excel)
Parametric Conditional Value-at-Risk: Inverse Mills ratio (Excel)
When did the Phillips curve break down? Chow test with dummy variables (Excel)
Is Phillips curve still relevant? Chow structural break test explained (Excel)
Detecting herding on stock markets: CSSD and CSAD approaches (Excel)
Cramer-von Mises test explained: A powerful goodness-of-fit test (Excel)
Law of one price (LOOP) explained: Arbitraging strategy on cross-listings (Excel)
Support and resistance levels explained: trading on psychological barriers (Excel)
Value drivers and fundamental analysis: valuing stocks with multiple regression! (Excel)
US 2020 ELECTION - PART 2: Is Benford's law reliable to analyse votes?
