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Apr
18
answered Bloomberg & R: Accessing multiple securities with getBars() in R
Jan
2
answered AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R
Dec
28
answered Is there a website that lists replication code of financial papers?
Nov
18
answered The option values are different from two r package - foptions,rquantlib
Oct
6
answered Why does it take so many lines of code to price even the simplest of options with QuantLib
Sep
23
answered Binary Option valuation problem in R using RQuantLib; also result validation aspect
Aug
18
answered Change periodicity on Rblpapi
Nov
27
answered How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Aug
13
answered Integrating R with Bloomberg
May
13
answered Looking for C# library that provides/contains performance analytics
May
5
answered How do i test the significance of Sharpe ratio of a strategy using bootstrap
Mar
16
answered Reading XBRL Data from the SEC FTP SITE
Aug
6
answered garchOxFit in R
May
10
answered knowing the order of GARCH model
Apr
24
answered How to get greeks using Monte-Carlo for arbitrary option?
Apr
7
answered Ways of treating time in the BS formula
Feb
2
answered What are the advantages of switching platforms/languages between strategy development and implementation?
Jan
10
answered What C++ math libraries are typically used by quants?
Nov
30
answered Quantlib in JavaScript?
Nov
23
answered What's the difference between SA and SAAR?