Quantitative Finance
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RockScience
  • Member for 13 years, 2 months
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question
24
Can the concept of entropy be applied to financial time series?
Apr 1, 2011
question
23
Portfolio optimisation with VaR or CVaR constraints using linear programming
Aug 10, 2012
question
19
Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
Dec 30, 2011
question
12
How to compute performance attribution between daily rebalanced strategies?
Feb 4, 2012
answer
12
How does pair trading work?
Feb 2, 2011
question
10
better estimator of volatility for small samples
Mar 31, 2011
question
9
Mean reverting strategies
Feb 1, 2011
question
8
illiquid american options pricing
Mar 1, 2011
question
8
Obtaining characteristics of stochastic model solution
Jul 15, 2011
answer
8
What .NET library can I use to solve optimization problems?
Apr 14, 2011
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345
In which conda environment is Jupyter executing?
133
remove all variables except functions
119
pdftk compression option
95
What is the difference between gc() and rm()
80
R: 2 functions with the same name in 2 different packages