Quantitative Finance
RockScience
  • Member for 10 years, 10 months
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Votes Newest
23
Can the concept of entropy be applied to financial time series?
Apr 1 '11
22
Portfolio optimisation with VaR or CVaR constraints using linear programming
Aug 10 '12
17
Why is the first principal component a proxy for the market portfolio, and what other proxies exist?
Dec 30 '11
12
How to compute performance attribution between daily rebalanced strategies?
Feb 4 '12
12
How does pair trading work?
Feb 2 '11
10
better estimator of volatility for small samples
Mar 31 '11
9
Mean reverting strategies
Feb 1 '11
8
illiquid american options pricing
Mar 1 '11
8
Obtaining characteristics of stochastic model solution
Jul 15 '11
8
What .NET library can I use to solve optimization problems?
Apr 14 '11
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299
In which conda environment is Jupyter executing?
128
remove all variables except functions
104
pdftk compression option
78
What is the difference between gc() and rm()
76
R: 2 functions with the same name in 2 different packages

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