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visits member for 3 years, 8 months
seen 8 hours ago

Oct
9
reviewed No Action Needed forward implied volatility skew
Oct
9
reviewed No Action Needed What is meant by “position at a given time” in the context of a series of forex trades?
Oct
9
reviewed Leave Open What is the fastest way to decode the FAST protocol for market data?
Oct
9
reviewed No Action Needed Bond Interest Rate Swap Growth Rate
Oct
8
reviewed Looks OK What is the fastest way to decode the FAST protocol for market data?
Oct
8
reviewed No Action Needed Value of a portfolio with a collar option and shares as function of a log return …?
Oct
7
reviewed Reviewed “Adding” risk-free asset to covariance matrix after the fact
Oct
7
reviewed No Action Needed Trading spot volatility
Oct
5
reviewed Leave Open CAPM (SML) Problem
Oct
5
reviewed No Action Needed Is node.js being used in systematic trading software?
Oct
5
reviewed No Action Needed CAPM (SML) Problem
Oct
4
reviewed Leave Open Empirical copula
Oct
4
reviewed No Action Needed How to map shocks from VAR to news? (Academics)
Oct
3
reviewed No Action Needed Interest rate on loan for purchasing Sterling bond
Oct
2
reviewed Reviewed Time Lag for Market Inefficiency
Oct
1
reviewed No Action Needed Interpolating probabilities of default
Oct
1
reviewed No Action Needed Which quantitative tools are actually used for hedging energy price and volume risk?
Oct
1
reviewed Leave Closed How do banks actually make money on mortgages
Oct
1
reviewed Leave Open How can I estimate expected maximum drawdown with historical data?
Oct
1
reviewed No Action Needed How can I estimate expected maximum drawdown with historical data?