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A.L. Verminburger

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futures

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13 votes cast

Questions (38)

Votes Activity Newest

14	Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?
6	Why is the equity premium not arbitraged away?
4	Large trend-followers: why use futures rather than ETFs?
4	Trading signal strength: [-1 to 1] or [predicted return]?
3	How is the integral relationship between current yield curve and forward yield curve derived?

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Reputation (778)

+10	Bid Price of a Forward?
+10	How does a hedged portfolio account for other greeks?
+10	Is this the PnL you would expect to see for a hedged call option portfolio?
+10	Does anyone recognise this seemingly mean-reverting stochastic process?

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Answers (6)

Votes Activity Newest

2	Large trend-followers: why use futures rather than ETFs?
1	Why the Inconsistency in the Derivation of BS for Dividend-Paying Underlying?
0	Bid Price of a Forward?
0	Why do futures seem to be quoted in setllement price rather than cost of the contract?
0	Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?

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Tags (62)

2 futures × 5	1 risk-neutral × 2
2 trends × 2	0 fixed-income × 14
2 etf × 2	0 yield-curve × 5
1 dividends × 3	0 derivatives × 4
1 black-scholes × 3	0 forward × 3

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Bookmarks (6)

Votes Activity Newest Views Added

32	What are the quantitative finance papers that we should all have in our shelves?
14	Why the expected return rate of a stock has nothing to do with its option price?
3	APR and Term to Principal Repayment Schedule Approximation
3	How is the integral relationship between current yield curve and forward yield curve derived?
1	How are short rate models used to construct the whole of the yield curve? [closed]

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Accounts (22)

	Quantitative Finance	778 rep	3 silver badges13 bronze badges
	Mathematics	612 rep	5 silver badges11 bronze badges
	Personal Finance & Money	493 rep	4 silver badges8 bronze badges
	Computational Science	327 rep	4 silver badges10 bronze badges
	Computer Science	217 rep	1 silver badge7 bronze badges

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Votes cast (13)

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1	down		12	answer

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