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Oct
13
revised French and Fama Three Factor Model - What is the correct formula?
added 18 characters in body
Oct
6
revised Why does it take so many lines of code to price even the simplest of options with QuantLib
Fixing some spelling issues.
Aug
11
revised Calculate turnover for portfolio
Fixing some issues
May
11
revised Portfolio Selection formulation
added 1 character in body
Apr
8
revised Inferences with non-normal data
deleted 7 characters in body
Feb
19
revised Computing the minimum variance portfolio
Fixing typo
Feb
11
revised How do I use BIC (Bayesian Information Criterion) to estimated model AR (auto regressive) lag?
added 17 characters in body
Jan
17
revised Geometric Returns values less than -100%
deleted 6 characters in body
Jan
16
revised Geometric Returns values less than -100%
edited body
Dec
7
revised How to extrapolate VaR?
deleted 21 characters in body
Nov
13
revised Mutivariate t markets
added 1 character in body
Nov
12
revised Mutivariate t markets
added 300 characters in body
Oct
26
revised Statistical arbitrage using eigen portfolios
added 1 character in body
May
14
revised What is the motivation for index benchmark?
deleted 1 character in body
May
6
revised Given a correlation martrix, calculate portfolio's correlation with its assets
added 2 characters in body
Apr
23
revised GARCH model and prediction
added 8 characters in body
Apr
11
revised Beta and Frequency of Data
That is not the correct way to close a question. I have provided an answer and others might be interested in it.
Apr
11
revised Delta of a standardized at-the-money 30-day put option
added 10 characters in body
Apr
11
revised Delta of a standardized at-the-money 30-day put option
added 10 characters in body
Mar
23
revised How is the MA (moving average model) useful?
added 2 characters in body