Reputation
Next tag badge:
35/100 score
3/20 answers
Badges
5 22 42
Impact
~123k people reached

Mar
3
reviewed No Action Needed Risk minimization by investing in all assets with positive expected return
Mar
3
reviewed Close Combine together different strategies in one portfolio
Mar
2
reviewed Leave Open Are there industry standards form market data server and real time linux kernel?
Mar
2
reviewed Leave Open Empirical copula
Mar
2
reviewed Reviewed Order book Limit Order book
Feb
28
reviewed Excellent CIR model: is the short rate really non-central $\chi^2$ distributed?
Feb
28
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Feb
28
reviewed Excellent When are implied and real world parameters the same?
Feb
28
reviewed Excellent Some questions about implied volatilities and how to generate theoretical prices when market prices are not available
Feb
28
reviewed Excellent Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Feb
28
reviewed Needs Improvement Black Scholes formula with continuous dividend paying stock
Feb
28
reviewed Satisfactory How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Feb
28
reviewed Satisfactory Is printing money really a bad thing?
Feb
28
reviewed Satisfactory How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Feb
28
reviewed Needs Improvement Why is there onshore and offshore currency?
Feb
28
reviewed Reviewed How to interpret ACF and PACF plots
Feb
27
reviewed No Action Needed The future language of quant programming?
Feb
27
reviewed Reviewed Is it too important that my residuals be normal? I am Using an ARMA/GARCH model
Feb
26
reviewed No Action Needed Amortizing Bond QuantLibXL
Feb
25
reviewed No Action Needed Why implied volatility is less for the back month option even though the back month option is more expensive