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Jul
22
asked Opposite of Tail-Risk Hedge (Established Vocabulary)
Jun
4
answered Determining optimal trading signals (buy/sell) from past data
Sep
18
answered Definition of “tenor” argument in QuantLib's Schedule class object
Jul
14
answered What is (High-Low) and (Open-Close) spread?
Jul
2
asked Bracket-Notation in SDEs
Jun
30
answered How is the Sharpe Ratio presented in fund profiles usually calculated?
Jun
5
answered Usage of Bollinger bands
Apr
18
answered Resources for finding scholarly research on topics in quantitative finance?
Apr
10
answered Get intraday data of SAP with google Finance
Mar
28
answered Portfolio risk-return when assets have limited and inconsistent historical data / time series?
Mar
24
answered Market weights for Black-Litterman
Mar
16
answered Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?
Mar
2
answered Good Model Calibration Books/Papers for Common Option Pricing Models
Feb
20
answered Why FX Vanilla Options are quoted in volatility
Feb
19
answered Regression giving the return on a stock
Feb
9
answered What stock market indicators to model based on twitter feed?
Jan
25
answered Other means of calibrating Heston models
Jan
23
answered What is the industry standard Quant Finance modeling library for F#
Jan
7
answered Video lectures and presentations on quantitative finance
Dec
15
answered How to get a Quant Job