James's user avatar
James's user avatar
James's user avatar
James
  • Member for 9 years, 7 months
  • Last seen more than 1 year ago
  • St. Louis, MO, USA
6 votes
Accepted

Why would there be a positive risk-free rate?

5 votes
Accepted

How does Volatility Pairs Trading work?

2 votes
Accepted

Different ways of portfolio optimization

2 votes
Accepted

An Alphabet Effect?

1 vote

How to select optimal look back period for statistical arbitrage?

1 vote

Which is the better risk sensitive measure?

1 vote
Accepted

Risk-Free Rate determinant in CAPM

1 vote

How to Calculate Confidence Intervals for Moving Averages Given Nonindependence?

1 vote

Need help on cointegration

1 vote

Interpolating probabilities of default

1 vote

White's Reality Check versus Benjamini-Hochberg-Yekutielie Procedure

1 vote
Accepted

Interpret alpha's on Dual-Beta Model regression Results

1 vote
Accepted

Optimization metric that takes into account number of trades vs expectancy

0 votes

(Beginer on bond market) References on callable bond's pricing

0 votes

Why do Earnings Per Share matter?

0 votes

Question 1.18 from Hull's Financial Risk management CAPM

0 votes

Does the correlation of matrices have explanatory power when building a pattern recognition model?

0 votes
Accepted

Can Standardized unexpected earnings be considered a Z-score

0 votes

Option pricing ? Where to get the dividend yield from?

0 votes

What are the most effective market variables to measure liquidity/illiquidity in the market?