Quantitative Finance
Drew
  • Member for 7 years, 8 months
  • Last seen more than a month ago
  • Chicago, IL, USA
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9
What is the most convenient data structure for backtesting a model of futures options prices?
Aug 10 '14
6
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 '20
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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