Reputation
2,755
Next tag badge:
36/100 score
3/20 answers
Badges
6 23 43
Impact
~133k people reached

Jul
12
reviewed Looks OK Why are Quantquote historical trades different vom ActiveTick historical trades
Jul
10
reviewed Approve Orderbook Arbitrage
Jul
10
reviewed Close Risk neutral pricing formula justification in incomplete markets
Jul
10
reviewed Close negative yield (interest rate) and Option Pricing
Jul
10
reviewed Looks OK Appropriate method for calculating negative returns on a trading strategy?
Jul
9
reviewed No Action Needed What continous adjustment methods are firms using for futures backtesting?
Jul
9
reviewed Edit and Reopen Black-Scholes formula with deterministic interest rate and dividend yield
Jul
9
revised Black-Scholes formula with deterministic interest rate and dividend yield
replaced "floating" with "time-dependent", capitalized Black-Scholes
Jul
9
reviewed Looks OK Where to get long time historical intraday data?
Jul
8
reviewed No Action Needed Calculate put price with Black-Scholes and one discrete dividend
Jul
8
reviewed No Action Needed American put option and rising interest rate
Jul
8
reviewed Approve exposure tag wiki excerpt
Jul
7
reviewed No Action Needed Complex yields occur for some sets of cash flows
Jul
7
reviewed Leave Open GARCH model, expectation of volatility?
Jul
7
reviewed Leave Open Orderbook Arbitrage
Jul
6
reviewed No Action Needed Applying Time Delay Neural Network to financial events
Jul
6
reviewed No Action Needed Two different ways of pricing that leads to two answers
Jul
6
reviewed No Action Needed Extracting Default probability from a single CDS
Jul
6
reviewed Close How to projectP&L or drawdowns on pair trading , trading and portfolios?
Jul
6
reviewed Leave Open Fixed Income Swap Sharpe Ratio Calculation