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Victor P

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353 reputation
110
bio website
location Santiago, Chile
age 31
visits member for 1 year, 1 month
seen May 16 at 1:06
stats profile views 44

353 reputation
 bio website visits member for 1 year, 1 month
110 badges
 location Santiago, Chile seen May 16 at 1:06
summary answers questions tags badges favorites bounties reputation activity

13 Posts

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Apr
27
 asked How to measure contango?
Feb
7
 asked Which brokers offer a Python stock trading API?
Jan
28
 asked Statistical significance of a pair trading strategy
Jan
18
 asked How to simulate one-minute bars data from one-day bars?
Jan
17
 asked Sharpe ratio in days with no open positions
Oct
9
 asked Trading a synthetic replication of the VVIX (volatility of VIX)
Oct
5
 asked Why the interest rate for put-call parity is not constant?
Oct
2
 asked When to use Monte Carlo simulation over analytical methods for options pricing?
Jun
10
 asked How should I include the bid-ask spread as a transaction cost in a backtest?
Jun
9
 asked How should I compute the Sharpe Ratio for mid-frequency pair trading strategy?
May
8
 asked How to build a mean reverting basket?
Apr
12
 asked Two prices pass the cointegration test but there is a trend. How to check stationarity?
Apr
11
 asked Choosing the time-frame to test for cointegration
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