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strimp099
  • Member for 12 years, 7 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?

10 votes

The difference between Close price and Settelment Price for future contracts

10 votes
Accepted

How to compute the alpha decay of a strategy?

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