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visits member for 4 years, 2 months
seen 11 hours ago

13h
reviewed No Action Needed Implied Volatility Calculation
13h
reviewed Looks OK Building custom indices; getting data from web; stats analysis; Python or R?
2d
reviewed No Action Needed Best written quantitative finance papers
2d
reviewed No Action Needed How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
Mar
29
reviewed No Action Needed Put-Call relationship for Option on Forward
Mar
29
reviewed No Action Needed Does a forward price have a drift component in any measure?
Mar
28
reviewed No Action Needed Hedging behind the decomposition of american put options
Mar
28
reviewed No Action Needed How to forecast bond price with time series
Mar
28
reviewed No Action Needed Value a structured note with Black-Scholes
Mar
27
reviewed Leave Open How can I do a dynamic GARCH model using extended Kalman filter in R?
Mar
27
reviewed No Action Needed How can I do a dynamic GARCH model using extended Kalman filter in R?
Mar
27
reviewed No Action Needed Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Mar
27
reviewed Close Stock market prediction
Mar
26
reviewed Reject Error: could not find function “covEWMA”
Mar
26
reviewed No Action Needed No data in get symbols
Mar
26
reviewed No Action Needed CAPM Model Required Return Calculations
Mar
23
reviewed Leave Open Downloading high-frequency data: S&P 500
Mar
23
reviewed Close ARIMA-GARCH model estimation
Mar
23
reviewed No Action Needed ARIMA-GARCH model estimation
Mar
22
reviewed No Action Needed The use of GARCH