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Jan
9
asked Term structure of default probabilities without market data
Sep
6
answered Efficient Markets Paradox
Sep
5
answered Would this extremely simple strategy make money?
May
14
asked Calculate alpha (CAPM) in “cross country-portfolio”
Apr
18
answered if technical analysis rules for predict stock prices is unique for all cases, why should we learn neural networks?
Apr
12
answered Pricing of a simple contingent claim
Apr
11
answered CVaR/VaR Ratio as alpha goes to 1
Apr
7
asked Divergent or Convergent Strategies? Which is the way to go?
Feb
20
asked Finding the dynamics of a dividend paying asset under arbitrary numeraire
Feb
11
asked Lower bound of ITM Calls when computing Implied Volatility
Jan
8
answered Value-at-Risk of the sum of two dependent lognormal random variables
Dec
13
asked Estimation of Empirical Expected Shortfall of a heavy tailed distribution
Nov
21
asked Optimizing stochastic functions numerically
May
14
asked Profiting from price discrepancies between stock exchanges
Apr
27
asked Volatility of a rolling window strategy
Apr
16
asked Using cointegration to prove that a long-short strategy is market neutral (in CAPM sense)
Apr
12
asked t-statistics for the mean return, using Newey-West standard errors
Mar
12
answered Calculate the expectation of a shift CDF
Mar
7
asked Pairs trading: Question on non-negative profits, size of the positions and trading signals
Feb
11
asked What different methods of pairs selection exists? (For Pairs trading)