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Quantitative Finance
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L1meta
  • Member for 13 years, 4 months
  • Last seen more than 3 years ago
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Top posts
question
8
Do weights from portfolio theory contain bias?
Apr 9, 2012
question
4
Portfolio optimization with changing portfolio constituents
Jun 1, 2017
question
3
Duration of a floating rate note
Aug 5, 2013
question
3
What mathematical characteristics are required from the asset price process in order to stay within the RNP framework?
Apr 22, 2012
question
3
Does Ito/Malliavin calculus have any applications helpful for direction based trading?
Sep 7, 2012
question
2
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky
Nov 15, 2012
answer
2
Finance specific modules for Python in 2017?
May 4, 2017
question
1
"Friendly" papers about maximum smoothness yield curve modelling
Sep 3, 2013
question
1
Need to match my bond price calculation to that of Bloomberg, currently failing hard
Jul 9, 2013
answer
0
Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Jun 1, 2017
Top network posts
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Creating a list containing the rank of the elements in the original list
9
Pandas DataFrame datetime index doesn't survive JSON conversion and reconversion
8
How does Mathematica's LowpassFilter work?