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feb 7 at 12:37
Copula models and the distribution of the sum of random variables without Monte Carlo
— Richard
1,344113
sep 18 at 18:11
How can I estimate the parameters of an option value model of retirement?
— JohnAndrews
14917
apr 12 '12 at 14:58
What are some research articles on using principle components to generate alpha?
— Quant Guy
7,5311347
jan 8 '12 at 3:09
How do different methods and techniques used in pairs trading compare?
— silencer
391110
dec 8 '11 at 20:48
How do I adjust a correlation matrix whose elements are generated from different market regimes?
— Branson
250212
sep 7 '11 at 15:57
How to shift amongst asset classes in response to relative value views?
— Tal Fishman
6,74021154
aug 11 '11 at 19:57
How to derive the implied probability distribution from B-S volatilities?
— Thomas Browne
237111
apr 18 '11 at 2:02
How does return-based analysis calculate expected return of a trading system?
— Milktrader
313214