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kristine

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196 reputation
 bio website visits member for 4 months
17 badges
 location seen 48 mins ago
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3 Answers

votes activity newest
7
 Kelly criterion and Sharpe ratio
5
 Best way to store hourly/daily options data for research purposes
2
 Best tool to generate cashflow diagrams

196 Reputation

+60 Kelly criterion and Sharpe ratio
+58 Best way to store hourly/daily options data for research purposes
+20 Best tool to generate cashflow diagrams
+5 Calculating VaR/CVaR on high frequency data and returns
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2 Questions

votes activity newest
6
 Calculating VaR/CVaR on high frequency data and returns
3
 How do you estimate the capacity of a strategy from historical data?

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sharpe-ratio
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diagrams
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kelly-criterion
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documentation
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historical
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options
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backtesting
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Quantitative Finance Stack Exchange Quantitative Finance 196 rep 17

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