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Quantitative Finance
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strimp099
  • Member for 13 years, 1 month
  • Last seen more than a month ago
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About

At the intersection of product, engineering, sales, and leadership.

Building https://tradeblotterapp.com and https://pyquantnews.com.

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Top posts
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answer
23
What does it mean to be long gamma?
Dec 14, 2011
answer
20
How to annualize Sharpe Ratio?
Oct 29, 2011
question
17
Risk Budgets with Target Portfolio Volatility
May 27, 2013
question
13
Exploiting breakdowns in correlation of estimated volatility
May 1, 2012
answer
11
How to compute the alpha decay of a strategy?
Nov 21, 2011
answer
10
The difference between Close price and Settelment Price for future contracts
Nov 2, 2011
answer
8
Do people use unbounded interest rate models, and what alternatives exist?
Sep 18, 2011
question
7
Implied volatility of a complex options position
Oct 16, 2015
answer
7
robust portfolio optimization re-balancing with transaction costs
Jul 24, 2011
question
7
Price volatility instead of return volatility for spread option parameter
Feb 9, 2012
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412
Matplotlib different size subplots
209
Return first N key:value pairs from dict
159
Selecting pandas column by location
151
Y-Axis ticks on Right Side of Plot
72
Collection object is not callable error with PyMongo