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5h
reviewed Close The future language of quant programming?
5h
reviewed Close Questions on Brownian Motion
5h
reviewed No Action Needed Dynamic Hedging for a Bond
5h
reviewed No Action Needed Difference between Risk avoidance and Risk transfer
5h
reviewed No Action Needed Using Black-Scholes to price a geometric average price call
1d
reviewed Close How do you organize this Roman occasions?
1d
reviewed No Action Needed How do you organize this Roman occasions?
1d
reviewed Reviewed The future language of quant programming?
2d
reviewed No Action Needed US options market/microstruture research
2d
reviewed Looks OK CAC40 components historical data
Apr
17
reviewed No Action Needed Implementing Minimum Leverage in an SOCP Portfolio Optimization
Apr
17
reviewed No Action Needed Calculating Aroon Indicator Serie
Apr
17
reviewed No Action Needed Correctly applying GARCH in Python
Apr
16
reviewed No Action Needed Why do leveraged and inverse leveraged WTI ETNs have this price relationship?
Apr
16
reviewed No Action Needed Problem - stationarity and relevance
Apr
16
reviewed No Action Needed The effect of negative interest rates on derivative pricing
Apr
16
reviewed No Action Needed Annual dividend yield using option prices
Apr
16
reviewed Looks OK Small question about normalization
Apr
16
reviewed Looks OK Why do we need to use the very old data to predict the new trend in regression modeling in stock?
Apr
15
reviewed Leave Open building stocks screener using R and Quantmod