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Dec
27
answered Regressor: Nominal return, continuous return or first difference?
Jul
20
answered inflation > interest rate?
Jul
20
answered What distribution should I apply to estimate the likelihood of extreme returns?
Jul
19
answered How to compute portfolio weights from multivariate regression results?
Jul
18
answered What commercial financial libraries are available to outsource implementation risk?
Jul
18
answered Use of AI in portfolio optimization
Jul
9
answered Why should there be an equity risk premium?
Jul
9
answered What really drives option implied volatility?
Jun
29
answered Can someone explain what “Exotics Trade Capture” capture means in layman's terms?
Jun
26
answered How do I backfill the price of bonds for backtesting?
Jun
21
answered Quadratic Programming Problem
Jun
15
answered Position management in presence of continuous forecast
Jun
14
answered How to annualize dividends paid at varying intervals?
Jun
14
answered How should I include the bid-ask spread as a transaction cost in a backtest?
May
30
answered Reseach on when people/institutions sell?
May
14
answered Is it ever possible that---because of illiquidity---exercising an out-of-the-money option is better than directly buying the stock?
May
8
answered Where to find introductory material on leveraged loans?
May
8
answered How to build a mean reverting basket?
May
8
answered How is someone's Sharpe ratio recorded and communicated?
May
3
answered How do brokers charge for locates?