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I have to shoot tomorrow (and I know again that it is late), a video, for a song The lady, a romantica ballad. The actors are 2 (a singer and a young lady).You can find the song attached and the pics of the 2 actors (man, girl) I wanna shoot an only shot, 3 minutes, and I would like to find a viral ideal, or something really particular. We can only shoot it from the end to the beginning. Locatio...
I'm trying to program the following:
1) Determine the Amihud liquidity measure for any given stock - the average of: past stock return(days -35 to -5, 0 being the current day) divided by volume over those same days.
2)Measure idiosyncratic volatility of any given stock - standard deviation of the abnormal daily returns from previous days(Again, -35 to -5)
I can't figure out how to do a...