Quantitative Finance
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Drew

Apparently, this user prefers to keep an air of mystery about them.

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  • Chicago, IL, USA
  • Member for 6 years, 5 months
  • 21 profile views
  • Last seen Sep 4 at 0:45

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8 What is the most convenient data structure for backtesting a model of futures options prices? Aug 10 '14
4 Rockafellar-Uryasev mean-CVaR optimiztion May 12 '18
3 Expected shortfall minimization as portfolio objective Nov 19 '17
1 Event Occurs Almost Surely Sep 25 '19
1 How to calculate standard deviation of continuously compounded four-year stock returns? Oct 16 '19
1 How can I extract the strike price from a Quantlib option object? May 16
1 Simulate non-stationary time series with cointegration Aug 10 '14
1 Thesis using Momentum strategies in R, tips on good books, guidelines etc on how to do the programming? Sep 30 '15
0 How can I calculate Value at Risk? May 2 '14
0 Operating parameters of market makers? Oct 22 '15
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