580 reputation
315
bio website
location Frankfurt
age
visits member for 2 years, 10 months
seen Dec 14 at 15:04

Aug
22
reviewed No Action Needed Markit PMI vs ISM PMI
Oct
1
reviewed No Action Needed Exercising an American call option early
Sep
23
reviewed Reviewed Why is the Put-Call Symmetry model dependent?
Sep
22
reviewed No Action Needed Robust Returns-Based Style Analysis
Sep
22
reviewed Reviewed Backtesting - can you buy/sell at open and closing prices?
Sep
18
reviewed No Action Needed Are there any other standard rates term structure decomposition than PCA?
Sep
10
reviewed No Action Needed Trade matching versus affirmation
Sep
10
reviewed Satisfactory Why is the mean time-dependent in the Hull-White interest rate model?
Sep
9
reviewed Satisfactory What is the significance of Relative Risk Aversion
Sep
9
reviewed Excellent How to most optimally perform currency conversions when backtesting on portfolio level?
Sep
9
reviewed Excellent Cointegrating relationships - Johansen in R
Sep
9
reviewed Satisfactory Typical risk aversion parameter value for mean-variance optimization?
Sep
9
reviewed Needs Improvement Regression of Unequally Weighted Portfolio against a Single Index
Sep
9
reviewed Satisfactory Calculating most profitable arbitrage orders on multiple market with fixed and variable fees
Sep
9
reviewed Excellent Measuring and proxies for leverage in the financial system
Sep
9
reviewed Excellent How to tune Kalman filter's parameter?
Sep
9
reviewed Excellent Trend in Cointegration relationship