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visits member for 4 years, 2 months
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Mar
13
reviewed No Action Needed Sharpe Ratio vs Net Profit vs max drawdown
Mar
13
reviewed Leave Open Do you know any data source for historical VWAP data?
Mar
13
reviewed No Action Needed Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?
Mar
13
reviewed No Action Needed On the existence of a perfect market with no arbitrage that contains a forward contract
Mar
12
reviewed No Action Needed Historical Daily NAV for Closed End Funds
Mar
12
reviewed No Action Needed Finding relative price strength as defined in CANSLIM stock picking methodology
Mar
12
reviewed No Action Needed What is the difference between these two Expected Shortfall definitions?
Mar
11
reviewed No Action Needed Conversion stock symbols Google Finance vs. Reuters
Mar
11
reviewed No Action Needed Can you explain me these comments on high frequency data?
Mar
11
reviewed No Action Needed Dou you have an example of implementing Engle-Granger 2-step cointegration?
Mar
10
reviewed No Action Needed How important is the limit order book?
Mar
10
reviewed Looks OK What does tradable asset mean?
Mar
10
reviewed Looks OK What are pros and cons of mean absolute deviation portfolio optimization?
Mar
10
reviewed Looks OK How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
Mar
9
reviewed No Action Needed What are recent important papers on credit portfolio risk modeling?
Mar
9
reviewed No Action Needed What is reliable data source for long term and short term capital gain distribution for funds?
Mar
9
reviewed Reviewed Local volatility SVI parametrization
Mar
8
reviewed No Action Needed Fix protocol and Bars
Mar
8
reviewed Leave Open Fix protocol and Bars
Mar
7
reviewed No Action Needed Are “American” option strategies traded OTC?