Quantitative Finance
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Sergey Bushmanov
  • Member for 7 years, 7 months
  • Last seen more than a month ago
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721
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18
answers
1
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12
Score
4
Posts
21
Posts %
10
Score
2
Posts
11
Posts %
10
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2
Posts
11
Posts %
10
Score
2
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11
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8
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2
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11
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7
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2
Posts
11
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Top posts
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All Questions Answers
Score Newest
question
8
What is an acceptable Sharpe Ratio for a prop desk?
Oct 8, 2015
answer
6
Mean Variance Portfolio theory and real-world problem?
Oct 13, 2015
answer
5
Calculating log-returns across multiple securities and time
Oct 7, 2015
answer
4
Basic question on Portfolio Theory
Oct 12, 2015
answer
3
What are the advantages of financial modelling in R?
Oct 4, 2015
answer
3
Risk-adjusted performance measurement: Log returns vs. simple returns and geometric vs. arithmetic mean return
Oct 27, 2015
answer
3
Annualized Sharpe Ratio calculation
Oct 14, 2015
answer
2
How are we underestimating liquidity risk?
Oct 15, 2015
answer
2
Interpretation of t-test in event study with dummy regression
Oct 17, 2015
answer
2
How to estimate the beta of corporations?
Oct 13, 2015
Top network posts
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256
How to plot a histogram using Matplotlib in Python with a list of data?
215
How to increase image size of pandas.DataFrame.plot
127
Modify the legend of pandas bar plot
58
Error in reading stock data : 'DatetimeProperties' object has no attribute 'weekday_name' and 'NoneType' object has no attribute 'to_csv'
40
Scikit-learn : Input contains NaN, infinity or a value too large for dtype ('float64')

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