Portfolio Management Software
Overview The most widely used option pricing model is the Black-Scholes option valuation model which was developed by Fisher Black and Myron Scholes in 1973. The Black-Scholes model helps determine the fair market value of an option based on the security’s price and volatility, time until expiration, and the current […]
Overview The Public Short Ratio (“PSR”) shows the relationship between the number of public short sales and the total number of short sales. (The Public Short Ratio is sometimes referred to as the non-member short ratio.) Interpretation The interpretation of the PSR assumes one premise: that of the short sellers, […]
Overview CANSLIM is an acronym for a stock market investment method developed by William O’Neil. O’Neil is the founder and chairman of Investor’s Business Daily, a national business newspaper. He also heads an investment research organization, William O’Neil & Company, Inc. Drawing from his study of the greatest money-making stocks […]
Important Update: Premium Data has been superseded by Norgate Data (NDU). Please click here to learn more ————— Norgate Data (formally Premium Data) is a leading Australian data vendor, providing end-of-day stock market data for the Australian and US financial markets. Coverage also extends to World Futures and Forex (please see “Market […]
By Ian Hawkins – 1998 Abstract / Introduction: The purpose of this class is to provide an idiosyncratic review of the techniques for risk analysis that a risk management professional should be familiar with. This document contains a large number of references and you should spend some time tracking a few […]