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Mar
8
reviewed Approve paneldata tag wiki excerpt
Mar
7
reviewed Close Correlation -1 and standard deviation
Mar
7
reviewed Leave Open Feedback on Video Metadata Extraction
Mar
6
reviewed No Action Needed Calculating VaR with Monte Carlo simulation
Mar
3
reviewed Approve CIR model and calibration
Mar
3
reviewed Looks OK Difference in Volatility Calculation from RiskMetrics 1996 to RiskMetrics 2006 VaR
Mar
2
reviewed Approve Modelling and forecasting mixed frequency financial data
Mar
2
reviewed Leave Open Feedback on Video Metadata Extraction
Mar
2
reviewed No Action Needed Business cycles and missing data
Mar
2
reviewed No Action Needed What are the canonical global-macro investing books?
Mar
2
reviewed Looks OK Why is volatility said to be persistent?
Feb
29
reviewed Leave Open Why is $N(d_2)$ not needed for hedging?
Feb
29
reviewed Close Calculate total risk
Feb
29
reviewed Leave Open Considerations when programming back testing engine
Feb
29
reviewed Reviewed Free intra-day equity data source
Feb
29
reviewed No Action Needed Where to get long time historical intraday data?
Feb
27
reviewed Leave Open QuantLib importing in Python
Feb
27
reviewed Leave Open How to convert bond options strikes to future prices
Feb
27
reviewed No Action Needed Step By Step method to calculating VaR using MonteCarlo Simulations
Feb
25
reviewed Leave Open VECM model with GARCH (1,1) error in R