Matt Wolf

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location Tokyo, Japan
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visits member for 1 year, 2 months
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182 Answers

newest activity votes
1
What data transformations to use in regression of credit spreads on equity prices?
1
Value options when the currency’s risk free rate is negative?
1
Inflation swap liquidity versus inflation-linked bonds
1
Rubinsteins Implied Binomial Tree - how to calculate the cumulative returns
1
Can determinant of liquidity risk be used as a dimension or measure of liquidity risk
1
How to reactivate a risk mangement rule in an automated process
1
Limits analysis
1
Absolute Dollar Form Of Kelly Criterion
1
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky
1
Expected length and depth of drawdown
1
Order and position management in (semi-)automated trading system
1
Statistical significance of trading systems that use indicators with long lookbacks
1
Getting started with Forex Trading
1
FIX Heartbeat message not sent
1
Exploiting breakdowns in correlation of estimated volatility
1
Trading a stock (or other asset) based on Bollinger Bands.
1
One bar look-ahead backtesting
0
Which prices to use to compute realized volatility?
0
How does the CME set margin requirements on commodity Futures
0
What do these maturity codes mean?
0
Delta of a Down and Out Call
0
round price to tick size
0
How to do performance attribution for a few characteristics?
0
Why is random trading minus transaction costs not zero expected value?
0
Does Interactive Brokers (IB) have a Web friendly API?
0
Black Scholes equation application
0
Using rolling returns in a multivariate linear regression?
0
statistical arbitrage option overlay strategies / volatility trading
0
How to calculate the weight of the stocks using the linear regression?
0
Estimating Currency Exchange Fluctuations - Appreciation and Depreciation of Two Currencies
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