Quantitative Finance
Drew's user avatar
Drew's user avatar
Drew's user avatar
Drew
  • Member for 8 years, 5 months
  • Last seen more than a week ago
  • Chicago, IL, USA
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12
answers
2
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9
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2
Posts
14
Posts %
6
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1
Posts
7
Posts %
6
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1
Posts
7
Posts %
6
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1
Posts
7
Posts %
3
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2
Posts
14
Posts %
2
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2
Posts
14
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Top posts
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All Questions Answers
Score Newest
question
9
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

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