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Quantitative Finance
Richard Herron's user avatar
Richard Herron's user avatar
Richard Herron's user avatar
Richard Herron
  • Member for 13 years, 7 months
  • Last seen more than a week ago
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View all questions and answers
answer
37
How does the "risk-neutral pricing framework" work?
Feb 2, 2011
answer
23
Has high frequency trading (HFT) been a net benefit or cost to society?
Aug 13, 2011
question
22
How are distributions for tail risk measures estimated in practice?
Feb 4, 2011
question
18
Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures
Feb 14, 2011
answer
15
Why are GARCH models used to forecast volatility if residuals are often correlated?
Feb 25, 2011
answer
15
Control for bid/ask bounce in high-frequency trade data?
Jun 23, 2011
answer
14
Why is there no "meta-model"?
Feb 9, 2011
answer
14
What is the "delta" option quoting convention about?
Jan 31, 2011
answer
14
What type of analysis is appropriate for assessing the performance time-series forecasts?
Feb 1, 2011
answer
13
Is there any theoretical basis for pattern-recognition strategies?
Feb 1, 2011
Top Meta posts
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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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125
Get last "column" after .str.split() operation on column in pandas DataFrame
98
How to quickly form groups (quartiles, deciles, etc) by ordering column(s) in a data frame
59
Automatically scale big and small graphics for beamer presentations
57
Automatically scale big and small graphics for beamer presentations
44
Standard error clustering in R (either manually or in plm)