User strimp099

22 votes

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What does it mean to be long gamma?

answered Dec 14, 2011 at 14:54

19 votes

How to annualize Sharpe Ratio?

answered Oct 29, 2011 at 3:11

10 votes

The difference between Close price and Settelment Price for future contracts

answered Nov 2, 2011 at 15:23

10 votes

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How to compute the alpha decay of a strategy?

answered Nov 21, 2011 at 15:22

8 votes

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

answered Sep 18, 2011 at 14:58

7 votes

robust portfolio optimization re-balancing with transaction costs

answered Jul 24, 2011 at 21:07

7 votes

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What is a self-financing and replicating portfolio?

answered Dec 23, 2011 at 21:28

6 votes

How to calculate historical intraday volatility?

answered Dec 14, 2011 at 2:37

4 votes

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

answered Nov 17, 2011 at 16:40

4 votes

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Is there a measure for the 'degree' of cointegration

answered Jan 31, 2012 at 13:26

4 votes

What is the reference python library for portfolio optimization?

answered Aug 24, 2012 at 15:45

3 votes

Where can you find data on non-trading stocks?

answered Oct 13, 2011 at 20:14

3 votes

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Equity option portfolio greeks with underlying

answered Oct 25, 2012 at 17:20

2 votes

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Continuous returns for negative roll-adjusted futures data

answered Jun 12, 2013 at 0:22

2 votes

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How to vet an intraday strategy

answered Nov 24, 2011 at 16:06

2 votes

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

answered Aug 29, 2012 at 1:02

2 votes

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

answered May 22, 2012 at 20:34

2 votes

how expected moves are priced into options

answered Dec 27, 2011 at 17:16

2 votes

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A gentle introduction to cointegration

answered Jan 31, 2012 at 13:22

Stack Exchange Network

19 Answers

What does it mean to be long gamma?

How to annualize Sharpe Ratio?

The difference between Close price and Settelment Price for future contracts

How to compute the alpha decay of a strategy?

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

robust portfolio optimization re-balancing with transaction costs

What is a self-financing and replicating portfolio?

How to calculate historical intraday volatility?

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

Is there a measure for the 'degree' of cointegration

What is the reference python library for portfolio optimization?

Where can you find data on non-trading stocks?

Equity option portfolio greeks with underlying

Continuous returns for negative roll-adjusted futures data

How to vet an intraday strategy

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

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

how expected moves are priced into options

A gentle introduction to cointegration