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  • 33 votes cast
Nov
23
comment Potential pitfalls in the use of correlation
why does the FI price index hover at 100?
Nov
21
comment Components of an index in a specific date
@John Do the owners of FactSet compile all their own data or does most of their new data come from third parties?
Feb
1
awarded  Scholar
Feb
1
comment What is the industry standard Quant Finance modeling library for F#
@SRKX I agree!!
Feb
1
accepted What is the industry standard Quant Finance modeling library for F#
Jan
25
comment What is the industry standard Quant Finance modeling library for F#
@pyCthon perhaps, but give me 6 months and I'll come back and let ya know!
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@SRKX Equations like black scholes that are a pain to write with uncomposable languages.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy see how easier it is to express the Block Scholes using f# fssnip.net/3I
Jan
24
awarded  Student
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
@Freddy For me F# helps with implementing complex equations.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Interesting arguments. There are good jobs here in london using f# in quant roles.
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
that's a cool paper!, makes me feel like I'm investing in the right thing
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Anything that needs to express complex Quant equations efficiently in f#
Jan
24
comment What is the industry standard Quant Finance modeling library for F#
Great answer thanks, I hope that f# wrapper comes out soon for Quantlib
Jan
23
asked What is the industry standard Quant Finance modeling library for F#
Jan
19
comment Longstaff Schwartz method
I look forward to the day I can do something like this in a functional language like f#
Jan
17
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
cool explanation, not the most exciting way to make money!
Jan
17
awarded  Supporter
Dec
29
comment what is the implied volatility on a basket of options
@Freddy yeah, I find this site great that practical things experiments with R makes things fun again!
Dec
29
comment what is the implied volatility on a basket of options
@Freddy ah thanks mate, did you learn that stats stuff on the job or have to take courses in your free time?