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

Jun
11
reviewed Reviewed How to price a calendar spread option?
Jun
11
reviewed No Action Needed Using cross-sectional factor model (BARRA type) returns in a time series factor model (Fama-French type)?
Jun
10
reviewed Reviewed Initial values for Heston Model calibration
Jun
10
reviewed Looks OK Compound Interest Calculation (Years + Months)
Jun
10
reviewed No Action Needed Export security description data from bloomberg into excel
Jun
10
reviewed Leave Open Looking for a definition of financial entropy
Jun
10
reviewed Approve How to decide if the ARCH coefficient is necessary in the GJR-GARCH model?
Jun
9
reviewed Leave Open where to get long time historical intraday data?
Jun
9
reviewed Looks OK How to short an option?
Jun
8
reviewed No Action Needed Is there any theoretical work to find an optimum size for the size of horizon in finite-horizon optimization or control?
Jun
8
reviewed Leave Open Calculate the realised volatility from a time series
Jun
8
reviewed No Action Needed Return volatility or Price Volatility
Jun
7
reviewed Leave Open Analyst vs firm claims on beta and return
Jun
7
reviewed Looks OK simple, intuitive barrier option derivation
Jun
6
reviewed No Action Needed t-statistics for the mean return, using Newey-West standard errors
Jun
5
reviewed No Action Needed Modern portfolio theory in practice
Jun
5
reviewed Leave Closed How to compute/find the volatility of an index like the S&P 500 to be used to control risk exposure?
Jun
4
reviewed No Action Needed Apply CAPM using returns on a foreign currency as the market returns
Jun
4
reviewed No Action Needed Zero rates coupon bond calculation
Jun
4
reviewed No Action Needed How can I go about applying machine learning algorithms to stock markets?