551 reputation
314
bio website abremod.com
location Austin, TX
age 48
visits member for 3 years, 2 months
seen yesterday

Operations Research Analyst


Sep
18
suggested suggested edit on Two assets with the same mean and standard deviation - Would there be any benefit?
Jan
3
suggested suggested edit on Optimization: Factor model versus asset-by-asset model
Dec
10
suggested suggested edit on default probability
Dec
9
suggested suggested edit on Market overview trading platforms (with OTC)
Jan
30
suggested suggested edit on What are the options for a mathematician to break into QF without working for a fund?
Oct
12
suggested suggested edit on Searching for pairs-trading in sub O(n^2 t) time
Oct
5
suggested suggested edit on Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
Sep
20
suggested suggested edit on Accounting for Withdrawals
Aug
21
suggested suggested edit on quantlib tag wiki
Aug
21
suggested suggested edit on quantlib tag wiki excerpt
Aug
20
suggested suggested edit on Python library for Portfolio Optimization
Aug
20
suggested suggested edit on derivation of formula for portfolio skewness and kurtosis
Aug
20
suggested suggested edit on Exotic option pricing
Aug
19
suggested suggested edit on Drawdown calculation for strategies
Aug
17
suggested suggested edit on What models for backing out Equity IVOL
Aug
16
suggested suggested edit on Historical Level 2 Data (Market Depth)
Aug
16
suggested suggested edit on How to annualize skewness and kurtosis based on daily returns
Aug
14
suggested suggested edit on VaR implementation using quantlib?
Aug
14
suggested suggested edit on Quadratic Programming Problem
Aug
14
suggested suggested edit on market completion under stochastic volatility model