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strimp099's user avatar
strimp099's user avatar
strimp099
  • Member for 12 years, 11 months
  • Last seen more than a month ago
23 votes
Accepted

What does it mean to be long gamma?

19 votes

How to annualize Sharpe Ratio?

11 votes
Accepted

How to compute the alpha decay of a strategy?

10 votes

The difference between Close price and Settelment Price for future contracts

8 votes
Accepted

Do people use unbounded interest rate models, and what alternatives exist?

7 votes

robust portfolio optimization re-balancing with transaction costs

7 votes
Accepted

What is a self-financing and replicating portfolio?

6 votes

How to calculate historical intraday volatility?

4 votes

What books should any quantitative portfolio manager or risk manager have as reference?

4 votes
Accepted

Is there a measure for the 'degree' of cointegration

4 votes

What is the reference python library for portfolio optimization?

3 votes

Where can you find data on non-trading stocks?

3 votes
Accepted

Equity option portfolio greeks with underlying

2 votes
Accepted

Continuous returns for negative roll-adjusted futures data

2 votes
Accepted

How to vet an intraday strategy

2 votes
Accepted

Why don't options traders use charts? Or do they?

2 votes

Resources for Benchmarking Automated Trading Systems available as deltix etc.?

2 votes

how expected moves are priced into options

2 votes
Accepted

A gentle introduction to cointegration