Quantitative Finance
Richard Herron
  • Member for 10 years, 11 months
  • Last seen more than a week ago
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All Questions Answers
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34
How does the "risk-neutral pricing framework" work?
Feb 2 '11
23
Has high frequency trading (HFT) been a net benefit or cost to society?
Aug 13 '11
22
How are distributions for tail risk measures estimated in practice?
Feb 4 '11
18
Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures
Feb 14 '11
15
Why are GARCH models used to forecast volatility if residuals are often correlated?
Feb 25 '11
14
Why is there no "meta-model"?
Feb 9 '11
14
What is the "delta" option quoting convention about?
Jan 31 '11
14
What type of analysis is appropriate for assessing the performance time-series forecasts?
Feb 1 '11
14
Control for bid/ask bounce in high-frequency trade data?
Jun 23 '11
13
Is there any theoretical basis for pattern-recognition strategies?
Feb 1 '11
Top Meta posts
0
6
8
Are behavioral finance questions on-topic?
4
Is this site on track?
3
Could we update the FAQ?
Top network posts
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105
Get last "column" after .str.split() operation on column in pandas DataFrame
81
How to quickly form groups (quartiles, deciles, etc) by ordering column(s) in a data frame
55
Automatically scale big and small graphics for beamer presentations
55
Automatically scale big and small graphics for beamer presentations
40
Standard error clustering in R (either manually or in plm)

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