query: Why it is good to take log on Finance data? Does it have nice properties?
positive_passages.docid: 45891
positive_passages.text: When (and why) should you take the log of a distribution (of numbers)?
negative_passages.docid: 60551
negative_passages.text: The difference between log and ln
negative_passages.docid: 100198
negative_passages.text: Understanding the Log file
negative_passages.docid: 63221
negative_passages.text: question about short selling stocks
negative_passages.docid: 65487
negative_passages.text: Why are daily rebalanced inverse/leveraged ETFs bad for long term investing?
negative_passages.docid: 96833
negative_passages.text: When am I entitled to participate in a stock split? — record date, split date, ex date
negative_passages.docid: 10010
negative_passages.text: Based on these DBCC SHOWCONTIG stats, should I index this table?
negative_passages.docid: 62481
negative_passages.text: Log or square-root transformation for ARIMA
negative_passages.docid: 97839
negative_passages.text: When will quarterly data dumps resume?
negative_passages.docid: 85328
negative_passages.text: Understanding how an ETF works
negative_passages.docid: 59700
negative_passages.text: Use application to rate it on market
negative_passages.docid: 37464
negative_passages.text: Log form of variables and descriptive measures
negative_passages.docid: 26550
negative_passages.text: ARMA/GARCH estimation in sequence
negative_passages.docid: 37429
negative_passages.text: Why does Yahoo Finance and Google Finance not match historical prices?
negative_passages.docid: 95504
negative_passages.text: Should I keep a non-significant intercept in a GARCH model?
negative_passages.docid: 113077
negative_passages.text: What is the best way to calculate log without a calculator?
negative_passages.docid: 31706
negative_passages.text: Should there be a Transaction for Read Queries?