450 reputation
415
bio website
location Santiago, Chile
age 32
visits member for 2 years, 6 months
seen Jun 27 at 1:07

Jun
20
asked Weighting several returns over different time frames
May
16
asked Replicating the short part of a long-short trade using inverse ETFs
Apr
22
asked Quantitative method to select tactical bands for asset allocation
Jun
27
asked Implied volatility and greeks for american option with discrete dividends
Jun
14
asked How to calculate the implied volatility using the binomial options pricing model
May
31
asked Aprox intraday implied volatility using intraday option prices and EOD greeks
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