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strimp099
  • Member for 12 years, 9 months
  • Last seen more than a month ago
17 votes
2 answers
4k views

Risk Budgets with Target Portfolio Volatility

13 votes
2 answers
682 views

Exploiting breakdowns in correlation of estimated volatility

7 votes
1 answer
3k views

Price volatility instead of return volatility for spread option parameter

7 votes
4 answers
834 views

Implied volatility of a complex options position

6 votes
2 answers
6k views

Equity option portfolio greeks with underlying

4 votes
0 answers
2k views

Historical S&P 500 Stock Weights [closed]

4 votes
3 answers
2k views

Arbitrage bounds for Black-Scholes

3 votes
1 answer
2k views

Continuous returns for negative roll-adjusted futures data

2 votes
0 answers
441 views

Probability distributions in quantitative finance [closed]

1 vote
1 answer
101 views

Regression model syntax

0 votes
1 answer
1k views

How to compute a sector's volatility within a portfolio?