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seen Aug 14 at 9:53

Jun
20
answered Do quants need to know Accounting?
Jan
20
awarded  Teacher
Jan
20
answered Is Cubic spline Interpolation on swaption Volatility arbitrage free?
Dec
6
answered When did volatilities start to smile in capital markets?
Dec
6
comment Single Most Important Fact about a Fund - Interview Question
Sometimes the return of your money is more important than the return on you money.
Nov
29
awarded  Tumbleweed
Nov
22
comment Can I trade the volume of a security or index?
Don't think you'll get any decent pricing for this. Given the use case, best bet for that use case is var/ vol swaps as chrisaycock mentioned. Or you could try replicating payoffs with option strips.
Nov
22
asked US Treasury off the run trading
Nov
22
comment Can I trade the volume of a security or index?
Out of curiosity, what are the potential use cases for such a product?
Oct
30
comment HFT: What is the big differentiator in comparison to other time scales?
How do you determine holding time $\tau$ especially in the context of illiquid securities where signed order volume may exhibit strong autocorrelation.
Nov
9
answered How to compute interest rate futures spread ratio?