Reputation
10,461
Next tag badge:
87/100 score
20/20 answers
Badges
2 32 82
Impact
~323k people reached

May
19
answered Is R being replaced by Python at quant desks?
Apr
29
asked New ways of communicating risk
Apr
26
asked Braess's paradox in quantitative finance: When optionality leads to lower value…?
Mar
31
answered Please give a step-by-step explanation on how to build a factor model
Mar
22
answered Why the Black-Scholes formula can be used in the real world?
Mar
10
answered Daily option data
Feb
27
answered Technical Indicators reference
Feb
26
answered Does higher vega imply higher IV and vice versa
Feb
26
answered If an option went down in value, how much is due to theta decay and how much due to fall in IV
Feb
26
answered correlation for portfolio of stocks
Feb
25
answered How to approximate the time to mean reversion for implied volatility
Feb
25
answered Why a calendar spread is a preferred strategy in a low volatility period
Feb
24
answered Why does the volatility smile flatten as maturities increase?
Feb
24
answered De-annualizing a target alpha return
Feb
23
asked Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?
Feb
23
answered Why is Brownian motion merely 'almost surely' continuous?
Feb
22
answered What does the “-E” mean at the end of a CBOE options symbol?
Feb
14
answered I have portfolio volatility for year 1 and for year 2. What is portfolio volatility for year 1 and 2 combined?
Feb
14
answered Is CAPM a failure?
Feb
14
answered Regime Switching for Dynamic Correlations