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Quantitative Finance
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Richard Herron

Apparently, this user prefers to keep an air of mystery about them.

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Top Posts (48) All Questions Answers | Votes Newest

24 How does the “risk-neutral pricing framework” work? Feb 2 '11
22 How are distributions for tail risk measures estimated in practice? Feb 4 '11
22 Has high frequency trading (HFT) been a net benefit or cost to society? Aug 13 '11
18 Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures Feb 14 '11
14 What type of analysis is appropriate for assessing the performance time-series forecasts? Feb 1 '11
14 Why are GARCH models used to forecast volatility if residuals are often correlated? Feb 25 '11
13 Control for bid/ask bounce in high-frequency trade data? Jun 23 '11
12 Why is there no “meta-model”? Feb 9 '11
12 What is the “delta” option quoting convention about? Jan 31 '11
12 Is there any theoretical basis for pattern-recognition strategies? Feb 1 '11
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