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Mar
18
reviewed No Action Needed Portfolio software that shows 'total return' for each investment
Mar
16
comment CFA (Level 1) schedule after school and working a 9-5 job
Hi okocj, unfortunately we can't help you with studying. We can help with quantitativily oriented questions in the curriculum. I know special CFA forums exist but I don't use them so I can't point you to them. Good luck with your studies.
Mar
14
reviewed Looks OK Does anyone know where I can find a free efficient frontier tool, or an informative and legitamate/academic graph of the efficient frontier?
Mar
10
reviewed Approve How to test the 5 Factor CAPM of Fama & French (2014)?
Mar
8
comment Fix protocol and Bars
How would that even work?
Mar
7
reviewed Reviewed Bond Portfolio Immunization - Duration Matching
Mar
6
reviewed No Action Needed Where can one find realistic historical transaction costs?
Mar
5
reviewed Reviewed How to calculate global exposure via commitment approach for FX swaps?
Mar
5
reviewed No Action Needed How to estimate parameters of geometric brownian motion with time-varying mean?
Mar
4
reviewed No Action Needed Derivation of Ito's Lemma
Mar
4
reviewed No Action Needed Why should we expect geometric Brownian motion to model asset prices?
Mar
3
comment Empirical copula
Copula are often (mainly?) used in finance, so I consider this to be on-topic, certainly not spam.
Mar
3
comment novice question on fixed coupon schedule in QuantLib
@LauraLe I converted your answer to a comment as it was not really an answer to the question asked. If you want to, you can elaborate a bit more and ask a new question.
Mar
3
comment Typical risk aversion parameter value for mean-variance optimization?
I haven't read it but I think this is the book user6494 meant: amazon.com/Robust-Portfolio-Optimization-Management-Fabozzi/dp/…
Mar
3
comment Empirical copula
@emcor Can you elaborate?
Mar
1
reviewed No Action Needed Has automated trading produced profits at IEX?
Mar
1
reviewed No Action Needed How to simulate stock prices with a Geometric Brownian Motion?
Mar
1
reviewed Reviewed Why should we expect geometric Brownian motion to model asset prices?
Feb
28
reviewed Satisfactory CIR model: is the short rate really non-central $\chi^2$ distributed?
Feb
28
reviewed Needs Improvement How to get Multivariate Betas from an Estimated EWMA co variance Matrix?