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Quantitative Finance
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rhaskett
  • Member for 11 years, 5 months
  • Last seen more than 1 year ago
  • San Francisco, United States
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Ph.D. Math, CFA, Financial Engineer

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23
Is R being replaced by Python at quant desks?
May 20, 2015
answer
11
What does it mean to be "long or short in volatility"?
Jan 22, 2015
answer
11
Volatility skew and how to capture it?
Oct 20, 2014
answer
10
Why can CDS indices be used as a bond market index?
May 19, 2015
question
7
Sharpe Maximization under Quadratic Constraints
Jun 25, 2015
question
5
Multivariate GARCH in Python
Sep 9, 2015
question
5
Tests for Mean Reversion in a Portfolio Rebalancing
Sep 25, 2015
answer
5
float64 to store price data: is precision sufficient?
Nov 17, 2014
question
4
Markowitz Mean-Variance Implied Returns
Feb 24, 2015
question
4
Sum of two GARCH(1,1) Models
Sep 15, 2015
Top network posts
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103
15 year mortgage vs 30 year paid off in 15
32
Python Class "Constants" in Dataclasses
29
How do I Pass a List of Series to a Pandas DataFrame?
24
Want to retire at 55, but 401(k) starts paying at 59.5 years old
19
Is there a candlestick pattern that guarantees any kind of future profit?