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nov 14 at 13:21
What is the connection between default probabilities calculated using the credit rating and the price of a CDS?
— ilya.kolpakov
412
nov 5 at 20:57
How to create a Stochastic Process through pre specified points?
— William S. Wong
3105
nov 4 at 2:12
How to account for transaction costs in a simulated market environment?
— Autowealth
362
oct 22 at 21:02
Utility to download historical Implied Volatility data from Interactive Brokers?
— Fred
112
oct 20 at 16:17
Which objective function should I choose to minimize tracking error?
— George Wolfe
1113
oct 16 at 19:47
How should I include the bid-ask spread as a transaction cost in a backtest?
— HSH
111
oct 16 at 19:17
Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
— Mozan Sykol
413
oct 14 at 20:01
What information do stock exchange colocated servers have access to?
— Vaughan Lund
561
oct 11 at 17:08
Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates?
— paralogical
311
oct 4 at 5:22
Running a simple alpha estimation test for statistical significance of a signal
— nsi
261
oct 3 at 1:51
(post deleted or otherwise unavailable)
— pat
3215
sep 13 at 19:59
Strategy Risk and Portfolio Allocation Model (copy from nuclear phynance)
— Strange
35414
sep 12 at 4:38
How much capital do I need to create a competitive automated trading strategy?
— Strange
711
sep 10 at 19:07
Does Ito/Malliavin calculus have any applications helpful for direction based trading?
— phubaba
663
aug 31 at 14:52
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
— arithmetic
311
aug 30 at 12:47
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
— gamerx
1605
aug 25 at 7:48
How are momentum and reversion long/short strategies dynamically combined in trading?
— pat
213