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3/20 answers
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1d
reviewed Approve How to statistically prove that an automated trading strategy outperforms the market?
1d
reviewed No Action Needed Black-Scholes under stochastic interest rates
2d
reviewed Leave Open RWA Calculations Formulae
2d
reviewed Leave Open Validation of an outright bid/ask computation
2d
reviewed Close Need advice about distributed backtesting architecture
2d
reviewed No Action Needed Options Data Sources
Apr
29
reviewed Approve Multivariate Ito problem $M_t=\frac{X_t}{Y_t}$
Apr
29
reviewed Close Calculating expected annual returns
Apr
29
reviewed Close How to work with two instruments in quantstrat
Apr
29
reviewed Leave Open Find the solutions of the ODE from SDE
Apr
29
reviewed Leave Open Getting quote stream via fix-api 4.3
Apr
29
reviewed Leave Open Excess, Residual and Active Return
Apr
29
reviewed Close How does a small recovery in oil prices equate to risk appetite?
Apr
29
reviewed Leave Open How we can use adjusted price in combination with price limit in a stock market?
Apr
29
reviewed Looks OK American option - Upper bound
Mar
22
reviewed Leave Open How to work with two instruments in quantstrat
Mar
15
reviewed Approve Stopping Monte Carlo simulation once certain convergence level is reached
Mar
15
reviewed Leave Open Lookback option to find stock price
Mar
14
reviewed No Action Needed What is the necessary level of Econometrics-Know-How for a quant
Mar
13
reviewed Reviewed Local volatility SVI parametrization