Consider QQQ, the ETF. Using data for the last 1250 days, calculate the empirical var at 99%

Fantastic news! We've Found the answer you've been seeking!

Question:

Consider QQQ, the ETF.

Using data for the last 1250 days, calculate the empirical var at 99% for a position of 1,000,000 in QQQ.

Calculate the corresponding Gaussian var at 99% using the sample standard deviation. Which is largest?

Related Book For answer-question

Financial Analysis with Microsoft Excel

ISBN: 978-1285432274

7th edition

Authors: Timothy R. Mayes, Todd M. Shank

See More Books

Posted Date: May 30, 2018 12:52 AM

See More Questions

Using the ETF data from the previous problem: a. Create a sample variance/covariance matrix using the ETF returns. Use the matrix algebra functions or the COVARIANCE.S function. b. Using the Solver,...
Calculate SS, variance, and standard deviation for the following sample of n = 5 scores: 10, 4, 8, 5, 8. (Note: The definitional formula for SS works well with these scores.) Calculate SS, variance,...
Using the ETF data from the previous problem: a. Create a variance/covariance matrix using the data from the table. Use the matrix algebra functions or fill in every cell with the COVAR function. b....
Explain the difference between an error of commission and an error of principle.
Trends by Tiffany sells high-end leather purses. During 2012, the company has the following inventory transactions. Because trends in purses change frequently, Trends by Tiffany estimates that the...
Solve the following satisfiability problem. Allen, Booker, Chris, and Dennis all were born in the same yearone in January, one in February, one in March, and one in April. Chris was born before...
Between January and February 2023, the unemployment rate and the labor force participation rate both increased, while the employment population ratio remained unchanged and employment increased by...
Vaga Optics produces medical lasers for use in hospitals. The accounts and their balances appear in the ledger of Vaga Optics on December 31 of the current year as follows: Preferred 2% Stock, $120...
1. Define ADT (Abstract Data Type)? 2. Mention the features of ADT.? 3. Define List ADT? 4. What are the ways of implementing linked list? 5. What are the types of linked lists?
As part of an estate plan for Marsha, would you recommend a will, a will with a testamentary trust, or a revocable living trust? Why. Are the children old enough to voice their preference for a...
Your company offers an investment portfolio that has historically earned 11% interest, compounded semi-annually. You both decide to invest in this portfolio, but you have different investment...
The TV networks in the late 1940s, Microsoft in the 1990s, and Apple, most recently, have all created ecosystems of thousands of dependent fi rms, while raising a strong barrier to competition, which...
Market price may not reach equilibrium if there are ______. a) both price ceilings and price floors b) neither price ceilings nor price floors c) only price ceilings d) only price fl oors
Which statement is true? a) A change in demand is the same thing as a change in the quantity demanded. b) The supply curve moves upward to the left. c) The law of demand is no longer valid. d) A rise...
Greece's usage of fiscal policy to avoid the meltdown and the debt crisis As a result of the combined effects of the global financial crisis and the sovereign debt crisis, the GDP of Greece declined...
Give an example of a bank balance sheet with a leverage ratio of 20. If the value of the banks assets rises by 2 percent, what happens to the value of the owners equity in this bank? How large a...
+ The diagram below shows a control system Using block diagram reduction techniques reduce the block diagram to its canonical form and hence obtain the control ratio. Obtain the signal flow graph for...
The rate at which the temperature of an object changes is proportional to the difference between its own temperature and the temperature of the surrounding medium. Express this rate as a function of...
Suppose that (X,Y) are the returns on two assets and have a multivariate t-distribution with degrees of freedom, mean vector, and covari- ance matrix V = 5, = 0.001 0.002 = 0.03 0.10 0.03 0.15 Then...
Montrose Manufacturing is considering two potential investments. Each project will cost $ 115,000 and have an expected life of five years. The CFO has estimated the probability distributions for each...
Using the data for Adobe Systems Inc. (Nasdaq: ADBE), presented below: a. Calculate the ratio of each years' data to the previous year for each of the above items for Adobe. For example, for the year...
A computer problem at Southglenn Photography Studios has resulted in incomplete financial statements. Management of the company has asked you to see if you can fill in the missing data. a. Recreate...
Watch the 13-minute Ted Talk on Extreme Ownership by Jocko Willink delivered at the University of Nevada. It is available on YouTube at https://www.youtube.com/watch?v=ljqra3BcqWM. Then, think about...
Calculate the $\overline{\mathrm{MS}}$ counterterm for the quark-gluon vertex in an arbitrary covariant gauge and obtain the result for $\delta_{1}$ in Eq. (9.2.28).
Draw the diagrams contributing to the $\mathcal{O}\left(g^{2} ight)$ (one-loop) corrections to the tree-level ghostgluon, three-gluon and four-gluon vertices. Write down the loop integrals for the...

Consider QQQ, the ETF. Using data for the last 1250 days, calculate the empirical var at 99%

Question:

Expert Answer:

The data given in the QQQ data set w... View the full answer

Financial Analysis with Microsoft Excel

Students also viewed these physics questions