Quantitative Finance
strimp099's user avatar
strimp099's user avatar
strimp099's user avatar
strimp099
  • Member for 12 years, 4 months
  • Last seen this week
Profile Activity

11 Questions

Score Activity Newest Views
17 votes
2 answers
4k views

Risk Budgets with Target Portfolio Volatility

13 votes
2 answers
674 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
803 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
97 views

Regression model syntax

0 votes
1 answer
1k views

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

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.