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2,730
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35/100 score
3/20 answers
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Jul
15
reviewed No Action Needed Calculating Net Annualized Return on LendingClub historical data
Jul
15
reviewed Close Programmer new to the quant world - learning material request
Jul
14
reviewed Reviewed Vega in Heston / Bates Model
Jul
14
reviewed Reviewed Vega in Heston / Bates Model
Jul
13
reviewed Looks OK Pricing Callable Inverse Floater Swap
Jul
13
reviewed Reviewed How to optimize return in a moving average crossover algorithm
Jul
13
reviewed Leave Open When the two time series with different length, how could we analysis them with a bivariate GARCH model?
Jul
12
reviewed Leave Open How to compensate mutual fund's expense ratio on log return series?
Jul
12
reviewed Looks OK Why are Quantquote historical trades different vom ActiveTick historical trades
Jul
10
reviewed Approve Orderbook Arbitrage
Jul
10
reviewed Close Risk neutral pricing formula justification in incomplete markets
Jul
10
reviewed Close negative yield (interest rate) and Option Pricing
Jul
10
reviewed Looks OK Appropriate method for calculating negative returns on a trading strategy?
Jul
9
reviewed No Action Needed What continous adjustment methods are firms using for futures backtesting?
Jul
9
reviewed Edit and Reopen Black-Scholes formula with deterministic interest rate and dividend yield
Jul
9
revised Black-Scholes formula with deterministic interest rate and dividend yield
replaced "floating" with "time-dependent", capitalized Black-Scholes
Jul
9
reviewed Looks OK where to get long time historical intraday data?
Jul
8
reviewed No Action Needed Calculate put price with Black-Scholes and one discrete dividend
Jul
8
reviewed No Action Needed American put option and rising interest rate
Jul
8
reviewed Approve exposure tag wiki excerpt