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Jun
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asked Multi-asset class allocation
Feb
26
answered Stock Returns Distribution in Heston Model
Feb
10
answered The importance of good optimizers in Portfolio Optimization
Jan
16
answered Where can I find US public company bankruptcy data
Jan
15
answered I have portfolio volatility for individual years, can I use them to compute portfolio volatiltiy for subperiods?
Oct
25
answered Historical data resources for Indian market
Oct
25
answered Understanding how to calculate tracking error
Oct
13
asked Price of a composite option
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?