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2,850
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38/100 score
3/20 answers
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Dec
31
reviewed No Action Needed What are the canonical books on optimization methods?
Dec
31
reviewed No Action Needed How to answer this interview programming question about drawdowns?
Dec
31
reviewed No Action Needed Backtesting with Simulated Historical Data?
Dec
29
reviewed Reject How to use the Girsanov theorem to prove $\hat{W_t}$ is a $\hat{\mathbb P}$-Brownian motion?
Dec
28
reviewed Approve Futures Parameters for Value at Risk
Dec
28
reviewed Approve Portfolio construction
Dec
28
reviewed Looks OK Reverse Repos as a means to adjust interest rates
Dec
27
reviewed No Action Needed SAS code for Brownian Motion
Dec
23
reviewed No Action Needed Why the difference between SPY and ^GSPC?
Dec
23
reviewed No Action Needed How to estimate today's closing price?
Dec
23
reviewed Reviewed How does stock buy back increase RoA of a company?
Dec
23
reviewed Reviewed Should a strategy backtested against three years of tick data continue to produce positive results?
Dec
23
reviewed Reviewed Is that a good way to work with the ARMA model?
Dec
20
awarded  Notable Question
Dec
18
reviewed Leave Open What is the current state of microstructure/order book analysis?
Dec
17
reviewed Leave Open Bloomberg data redistribution policy
Dec
16
reviewed Leave Open Trading Interview Question (Bullish, Bearish)?
Dec
16
reviewed No Action Needed Risk Budgets with Target Portfolio Volatility
Dec
13
reviewed No Action Needed PPPN: participation rate, stocks and premium
Dec
13
reviewed No Action Needed Multi-year annualized Sharpe Ratio