Victor P

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353 reputation

110

bio	website
	location	Santiago, Chile
	age	31
visits	member for	1 year, 1 month
	seen	2 days ago
stats	profile views	45

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13 Questions

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7	When to use Monte Carlo simulation over analytical methods for options pricing?
6	Why the interest rate for put-call parity is not constant?
6	How to build a mean reverting basket?
5	How should I include the bid-ask spread as a transaction cost in a backtest?
5	Choosing the time-frame to test for cointegration

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353 Reputation

+10	How to measure contango?
+5	Trading a synthetic replication of the VVIX (volatility of VIX)
+10	Which brokers offer a Python stock trading API?
+5	How to simulate one-minute bars data from one-day bars?

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0 Answers

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26 Tags

0 mean-reversion × 3	0 monte-carlo
0 pair-trading × 3	0 simulations
0 sharpe-ratio × 2	0 put-call-parity
0 cointegration × 2	0 interest-rates
0 options × 2	0 volatility

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8 Accounts

	Stack Overflow	2,884 rep	53160
	Quantitative Finance	353 rep	110
	English Language & Usage	336 rep	16
$TeX - LaTeX Stack Exchange$	TeX - LaTeX	156 rep	3
	Cross Validated	155 rep	4

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Popular Question	Editor
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50 Votes Cast

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