Quantitative Finance
A.L. Verminburger's user avatar
A.L. Verminburger's user avatar
A.L. Verminburger's user avatar
A.L. Verminburger
  • Member for 8 years, 8 months
  • Last seen more than a month ago
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930
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6
answers
41
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About

A shy nocturnal animal that leads a mostly hidden life.

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2
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5
Posts
11
Posts %
1
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4
Posts
9
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4
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9
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15
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32
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11
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Top posts
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All Questions Answers
Score Newest
question
15
Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?
Jun 12, 2017
question
7
Vol, Gamma, Vega -- essentially all the same?
Aug 19, 2021
question
6
Why is the equity premium not arbitraged away?
Jul 26, 2014
question
4
Trading signal strength: [-1 to 1] or [predicted return]?
Jun 5, 2016
question
4
Large trend-followers: why use futures rather than ETFs?
Jul 20, 2016
question
4
What does it mean to "sell skew to buy vol"? [closed]
Aug 31, 2022
question
3
Should a backtester have ability to run multiple strategies simultaneously?
Aug 15, 2016
question
3
How is the integral relationship between current yield curve and forward yield curve derived?
Jun 5, 2018
question
2
Is $\sigma_{1} = \frac{\sigma_{\tau}}{\sqrt{\tau}}$ suitable for volatility scaling?
Jul 13, 2019
question
2
Origin of the $-\frac{1}{P}$ in Macaulay Duration?
Sep 10, 2019
Top network posts
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32
Why do real estate agents always ask me whether I am buying property to live-in or as an investment?
8
Mesh Independence Study: Is the Independent Mesh Really the Best One?
8
Importance of the Time Step Value for the Accuracy of a Transient CFD Simulation
7
Do functions really always take only one argument?
5
Mathematical equivalent of reduce()?

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