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Hi, If someone has access to a Bloomberg terminal, could you help me check the source of IRPWUS Index on the DES GO page? Is it the IMF, the Fed, or other source? Thanks.

I am looking for a formula to calculate the weights of two risky assets that produce the optimal portfolio (i.e highest Sharpe ratio). So far I have found the following formula from a website of University of Missouri However, this formula often produces negative weights. For example, it...

Thanks guys. I found that TUT's DV01 is about 1/10 of STPP/FLAT. So I will be using 10 times of the size of STPP/FLAT to replace the exposures.

I currently trading 2/10 steepener or flattener using two ETFs: STPP and FLAT. These ETFs are very illiquid, and I am thinking about switching to futures for the curve trades. My broker, Interactive Brokers, offers a ticker TUT to trade the 2/10 curve with a face value of $300,000 per contract...

I have a few more charts created on the Bloomberg monitor page, and I would like to add this series on it so that they are on the same screen.

I found this chart on twitter, which is based on data in Fred. I would like to see if there are tickers that I can use on the Bloomberg Terminal to replicate this chart. I tried to search by the keywords such as "household and nonprofit + mutual fund + asset" on Bloomberg but couldn't find...

Where to check the historical rebates/costs for shorting a stock (for example, a daily series for the past year)? The SLB only shows the latest snapshot.

I am planning to short some leveraged ETFs like FAZ, TNA, or TMF etc. I checked IB's shorting costs and they were pretty high, for example FAZ @ARCA had a rebate cost of -4.285% and a fee of 4.375%. TMF had -10.535% and 10.625%, so total cost is more than 20%. Does anyone know if...

I don't have access to Bloomberg this month but I need to finish the spreadsheet.... that's why I am trying to see if anyone here happens to know.

What is the parameter for specifying base currency in Bloomberg BDH function when trying to download currency adjusted stock price into Excel? Is it "Curr=GBP" or "Currency=GBP"? Thank you.

Creditsights only serves institutional clients such as banks and funds. Anyone know how much their subscription costs?

Hi, While I was in NYC I heard that people can access Bloomberg terminal for free in a few locations including the public library. I just moved to the SF Bay Area. Is there any where here I can use a Bloomberg terminal like in NYC? I just need it a few times a month to check economic...

Is this still available? I am interested in Bloomberg data too, and would like to lower the costs. Please PM me.

I am looking for inter-state trade balance data, as an aggregate for each state. For example, whether Ohio is in trade deficit or surplus with other states. I have data for state level trades with other countries (http://www.census.gov/foreign-trade/statistics/state/index.html) but I also...

I will look intro those. Thanks.

I want to create an Excel spreadsheet with dates (from today going about a year back) in the first column and 10 tickers in the first row. I am looking for a way to make it so that everyday I open the spreadsheet the cells will automatically download the prices for the corresponding ticker...

As an update I have found the way to do it which is (SPY/QQQ). Can anyone help me with the other question on the board (Where to download generic xth futures contract price histories)? Thanks a lot.

Where can we download the price histories for generic xth futures contract for popular commodities such as oil and copper? For example generic 12th or 60th month oil futures (in Bloomberg CL12, CL60) I know we can get the data from the Bloomberg terminal but we cannot afford it as an...

Interested too. Anyone tried?

It works! How about ratios? When I do SPY/QQQ it gave me an error message.