Quantitative Finance
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WJA
  • Member for 8 years, 11 months
  • Last seen more than 1 year ago
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Top posts
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All Questions Answers
Score Newest
question
6
How can I use a more efficient volatility estimator to improve the co-variance matrix?
May 9, 2017
question
6
Why do anomalies disappear after they get detected?
Aug 1, 2017
question
1
How do I estimate the volatiliy of my portfolio with an estimator that requires High, Low, Open, etc
May 11, 2017
question
1
Weighting with restrictions, but no clear objective function?
Oct 22, 2014
question
1
How to hedge a MV portfolio against crises
Jan 26, 2017
question
1
Extracting continuous futures prices on different dates with the ratio adjustment
Jun 21, 2017
question
0
Portfolio returns from activity records
Apr 3, 2017
question
0
How does a Short position impact the PnL?
Apr 4, 2017
question
0
PCA and constructing an index
Apr 23, 2017
answer
0
How much capital to allocate between two trading strategies given average daily P&L and their Sharpe Ratios?
Aug 2, 2017
Top network posts
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65
df.unique() on whole DataFrame based on a column
42
orderByChild not working in Firebase
32
How to include files in .gcloudignore that are ignored in .gitignore
18
Dealing with lots of data in Firebase for a recommender system
15
How to fix Firebase_Admin Error TypeError: __init__() got an unexpected keyword argument 'status'

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