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Quantitative Finance
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Drew's user avatar
Drew's user avatar
Drew
  • Member for 10 years, 4 months
  • Last seen this week
  • Chicago, IL, USA
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question
10
What is the most convenient data structure for backtesting a model of futures options prices?
Aug 10, 2014
answer
6
Rockafellar-Uryasev mean-CVaR optimiztion
May 12, 2018
answer
3
Expected shortfall minimization as portfolio objective
Nov 19, 2017
answer
1
Event Occurs Almost Surely
Sep 25, 2019
answer
1
How to calculate standard deviation of continuously compounded four-year stock returns?
Oct 16, 2019
question
1
How can I extract the strike price from a Quantlib option object?
May 16, 2020
answer
1
Simulate non-stationary time series with cointegration
Aug 10, 2014
answer
1
Thesis using Momentum strategies in R, tips on good books, guidelines etc on how to do the programming?
Sep 30, 2015
answer
0
How can I calculate Value at Risk?
May 2, 2014
answer
0
Operating parameters of market makers?
Oct 22, 2015