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seen May 20 at 14:24

Sep
30
awarded  Explainer
Sep
16
awarded  Notable Question
Aug
23
awarded  Popular Question
Jun
26
awarded  Yearling
Apr
8
revised Testing Significance of Correlation
TeXified a formula.
Apr
8
suggested suggested edit on Testing Significance of Correlation
Apr
7
answered Why does the adjusted closing price take into account dividends?
Mar
29
revised YTM and current yield
deleted 8 characters in body
Mar
29
revised YTM and current yield
added 4 characters in body
Mar
29
answered YTM and current yield
Mar
23
revised Black-Scholes and Fundamentals
deleted 6 characters in body
Mar
23
revised Black-Scholes and Fundamentals
Style, spelling edits.
Mar
23
answered Black-Scholes and Fundamentals
Mar
23
suggested suggested edit on Black-Scholes and Fundamentals
Mar
14
comment Is Optimization ignoring correlation valid?
What is your back-testing period? And am I correct assuming that you're mostly focusing on stocks?
Mar
13
accepted Is there a comprehensive reference book on US fixed income conventions?
Mar
13
answered Is there a comprehensive reference book on US fixed income conventions?
Mar
12
comment Yield on Fixed income futures
Are you taking accrued into account in the calculations, both at the time of purchase of the contract and at the time of delivery? The cost of carry would be the repo rate between the purchase date and the delivery date.
Mar
8
revised Improving GARCH modeling approach
added 14 characters in body
Mar
8
comment Improving GARCH modeling approach
I'd say first give ARMA a try, and check if the residuals have variable variance. If they do, you can check whether a combined ARMA(N,M)-GARCH(K,L) model is a better fit.