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Jul
9
reviewed Looks OK Appropriate method for calculating negative returns on a trading strategy?
Jul
9
reviewed Delete where to get long time historical intraday data?
Jul
8
reviewed Approve market-efficiency tag wiki
Jul
8
reviewed Approve What are Barra style factors useful for?
Jul
8
reviewed No Action Needed How to construct a cointegrating vector using more than 2 price series in R?
Jul
8
reviewed No Action Needed What are Barra style factors useful for?
Jun
27
reviewed No Action Needed Are there any good tools for back testing options strategies?
Jun
27
reviewed No Action Needed How can I calculate $Cov\left(\int_{0}^{s}W_u\,du\,\,\,,\,\int_{0}^{t}W_v\,dv\right)$
Jun
19
reviewed Leave Open Suppose you bought a July ITM call and sold an August ATM put, am I net long or short?
Jun
17
reviewed No Action Needed Parameters variation in fundraising financial model
Jun
17
reviewed Close What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
Jun
15
reviewed Leave Closed Implied volatility interview question
Jun
9
reviewed No Action Needed Higher expected value and same variance implies weak dominance?
Jun
9
reviewed No Action Needed Black Scholes with Dilution
Jun
8
reviewed Looks OK where to get long time historical intraday data?
Jun
8
reviewed No Action Needed Higher expected value and same variance implies weak dominance?
Jun
8
reviewed No Action Needed Binomial representation of stochastic processes
Jun
6
reviewed No Action Needed t-statistics for the mean return, using Newey-West standard errors
Jun
6
reviewed Leave Closed Difference between Tick data and NASDAQ ITCH VIEW
Jun
6
reviewed No Action Needed What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?