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Jan
13
reviewed Reviewed Why is Weighted Least Squares necessary in fundamental factor model?
Jan
13
reviewed No Action Needed Martiglale and Brownian Motion
Jan
12
reviewed No Action Needed How do I specify Thirty360::European day counter in RQuantLib
Jan
12
reviewed Looks OK Which anomalies are easy to replicate in an event study?
Jan
12
reviewed No Action Needed Comparing the return of different roll strategies
Jan
12
reviewed No Action Needed Historical Data - Free Sources in 2015?
Jan
12
reviewed No Action Needed What Matlab packages to I need as a Risk Analyst?
Jan
12
reviewed No Action Needed Are there any software libraries for backtesting FX algorithms against tick data?
Jan
12
reviewed No Action Needed Historical Data - Free Sources in 2015?
Jan
11
reviewed Approve Calculation of physical and risk neutral density using index options
Jan
10
reviewed No Action Needed Calculation of physical and risk neutral density using index options
Jan
10
reviewed Reviewed Should I use a correlation coefficient formula or a multiple regression formula?
Jan
10
reviewed Reviewed Why Markov Functional Models (Hunt 2000) are not yet so popular?
Jan
10
reviewed Leave Open Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
Jan
10
comment Categories of systematic trading strategies?
Care to elaborate?
Jan
10
reviewed Looks OK Categories of systematic trading strategies?
Jan
10
reviewed Reopen Portfolio Optimization with Monte Carlo Simulation - How to do it with Excel?
Jan
9
reviewed Reviewed Price an option whose strike price is always lower than the future price of the security
Jan
9
reviewed Approve Equall Risk Contribution and The Most Diversified Portfolio
Jan
8
reviewed No Action Needed Pricing Callable Floating Rate Note