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

3h
reviewed No Action Needed Reflection Principle
3h
reviewed Looks OK What is type of Operating income to total assets ratio?
9h
reviewed Leave Open Johansen test on two stocks (for pairs trading) yielding annoying results
13h
reviewed No Action Needed Extended CIR and discretization
13h
reviewed No Action Needed Conversion of SPY prices to ES prices
14h
reviewed No Action Needed Are there any good tools for back testing options strategies?
1d
reviewed No Action Needed Aggregate interactive brokers data in matlab
2d
reviewed Reviewed BDT model implementation
Jun
26
reviewed No Action Needed How should I use central banks rates in order to compute 2-day forward exchange rate on EURUSD
Jun
26
reviewed Leave Open Why there are almost no book for revenue analytic?
Jun
24
reviewed Reviewed Hedging portfolio and extraction PDE of SV model with stochastic interest rate
Jun
23
reviewed Leave Open What's the practical difference between the Johansen vs Engle-Granger tests for cointegration?
Jun
23
reviewed Leave Open Covariance between two stocks in a two-factor model
Jun
23
reviewed Reviewed Covariance between two stocks in a two-factor model
Jun
23
reviewed Reviewed Availability of TotalView-ITCH data
Jun
22
reviewed No Action Needed ISM PMI data - sector trend through ranking and seasonal decomposition
Jun
22
reviewed No Action Needed Options on Volatility Control Index
Jun
22
reviewed No Action Needed Jacobian transformation
Jun
22
reviewed No Action Needed Training set of tick-by-tick data?
Jun
22
reviewed Leave Open When to adjust portfolio weights?