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visits member for 3 years, 8 months
seen 3 hours ago

2h
reviewed No Action Needed Which quantitative tools are actually used for hedging energy price and volume risk?
6h
reviewed Leave Closed How do banks actually make money on mortgages
11h
reviewed Leave Open How can I estimate expected maximum drawdown with historical data?
11h
reviewed No Action Needed How can I estimate expected maximum drawdown with historical data?
11h
reviewed No Action Needed Efficient Frontier Derivation: why minimize half the portfolio variance instead of just the variance?
11h
reviewed No Action Needed How to calculate unsystematic risk?
1d
awarded  Explainer
1d
reviewed Looks OK What's the best filter to implement in order to assess the persistency of a FX devaluation?
1d
reviewed No Action Needed Data provider for daily futures settlement prices
2d
reviewed No Action Needed Is it possible that a security with a positive variance can have a required return that is less than the risk free rate?
2d
reviewed No Action Needed Text book or distilled guide to market making?
Sep
28
reviewed No Action Needed Estimate rolling stochastic volatility forecast using stochvol in R
Sep
28
reviewed Approve suggested edit on Book on market microstructure
Sep
27
reviewed Leave Open What makes investors risk averse?
Sep
27
reviewed No Action Needed Why interest rate future does not support fed policy on reducing assets buying?
Sep
27
reviewed No Action Needed RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences?
Sep
27
reviewed No Action Needed Testing Statistical Significance of Various Portfolio Simulations
Sep
27
reviewed No Action Needed Is linear programming important for quant?
Sep
27
reviewed No Action Needed Wholesale credit risk management
Sep
27
reviewed No Action Needed detecting and measuring lead lag effect