A.L. Verminburger's user avatar
A.L. Verminburger's user avatar
A.L. Verminburger's user avatar
A.L. Verminburger
  • Member for 9 years, 7 months
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18 votes
4 answers
3k views

Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?

7 votes
1 answer
1k views

Vol, Gamma, Vega -- essentially all the same?

6 votes
4 answers
503 views

Why is the equity premium not arbitraged away?

4 votes
0 answers
320 views

Trading signal strength: [-1 to 1] or [predicted return]?

4 votes
3 answers
412 views

Large trend-followers: why use futures rather than ETFs?

4 votes
0 answers
479 views

What does it mean to "sell skew to buy vol"? [closed]

3 votes
1 answer
431 views

Should a backtester have ability to run multiple strategies simultaneously?

3 votes
0 answers
211 views

How is the integral relationship between current yield curve and forward yield curve derived?

3 votes
2 answers
290 views

Bid Price of a Forward?

2 votes
0 answers
61 views

Is $\sigma_{1} = \frac{\sigma_{\tau}}{\sqrt{\tau}}$ suitable for volatility scaling?

2 votes
2 answers
251 views

Origin of the $-\frac{1}{P}$ in Macaulay Duration?

2 votes
2 answers
162 views

Why do futures seem to be quoted in setllement price rather than cost of the contract?

2 votes
1 answer
193 views

For which would you expect the liquidity on instrument X to be the greatest: its spot, future, option or swap?

2 votes
0 answers
124 views

Why would a 9% dividend payment halve the stock price? [closed]

2 votes
3 answers
122 views

Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?

2 votes
1 answer
555 views

Would you consider yield a stationary or non-stationary process?

1 vote
1 answer
458 views

Vocabulary: "Well Bid" and "Fading" Meaning?

1 vote
2 answers
165 views

Does forecasting asset returns by default assumes non-stationarity of asset returns?

1 vote
1 answer
97 views

What incentivises short selling? [closed]

1 vote
0 answers
220 views

How are short rate models used to construct the whole of the yield curve? [closed]

1 vote
1 answer
77 views

$R^{2}$ Measure for Functions (Yield Curves)

1 vote
1 answer
677 views

Can a momentum strategy be cast as a multilinear regression model?

1 vote
1 answer
102 views

Why the Inconsistency in the Derivation of BS for Dividend-Paying Underlying?

1 vote
0 answers
100 views

How to replicate an exchange option?

1 vote
1 answer
97 views

How to derive Balck Scholes from the Binomial Model?

1 vote
1 answer
161 views

What is the difference between Cost of Currency Hedging and the Price of a Currency Pair Forward?

1 vote
0 answers
41 views

Why is dividend discounted stock equal to cash discounted strike?

1 vote
1 answer
74 views

Rationale for likelihood function parameter choice in Black-Litterman model?

1 vote
3 answers
337 views

Understanding Loans with a Dynamic Principal

1 vote
0 answers
73 views

Does anyone recognise this seemingly mean-reverting stochastic process?