Reputation
2,725
Next tag badge:
35/100 score
3/20 answers
Badges
6 22 42
Impact
~127k people reached

Jun
23
reviewed Leave Open Covariance between two stocks in a two-factor model
Jun
23
reviewed Reviewed Covariance between two stocks in a two-factor model
Jun
23
reviewed Reviewed Availability of TotalView-ITCH data
Jun
22
reviewed No Action Needed ISM PMI data - sector trend through ranking and seasonal decomposition
Jun
22
reviewed No Action Needed Options on Volatility Control Index
Jun
22
reviewed No Action Needed Jacobian transformation
Jun
22
reviewed No Action Needed Training set of tick-by-tick data?
Jun
22
reviewed Leave Open When to adjust portfolio weights?
Jun
21
reviewed No Action Needed Clean EOD global Equities data provider for backtesting investment strategies
Jun
21
reviewed No Action Needed Arbitraging upward sloping yield curve
Jun
20
reviewed No Action Needed Unique risk neutral measure for Brownian Motion
Jun
20
reviewed No Action Needed Capital gains and dividends tax arbitrage
Jun
19
reviewed No Action Needed Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
Jun
19
reviewed Leave Open Suppose you bought a July ITM call and sold an August ATM put, am I net long or short?
Jun
18
reviewed Leave Closed Price of an American call option
Jun
18
reviewed Approve Price of an American call option
Jun
18
reviewed Leave Open Reference Request: Horse Race for Portfolio Allocation
Jun
18
reviewed Leave Open Measuring Volatility from Execution Prices
Jun
18
reviewed Leave Open Kenneth R. French data base on momentum and size: construction and how to use it concretely with momentum only
Jun
18
reviewed Leave Open What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?