Quantitative Finance
Sergey Bushmanov
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8 What is an acceptable Sharpe Ratio for a prop desk? Oct 8 '15
6 Mean Variance Portfolio theory and real-world problem? Oct 13 '15
5 Calculating log-returns across multiple securities and time Oct 7 '15
4 Basic question on Portfolio Theory Oct 12 '15
3 What are the advantages of financial modelling in R? Oct 4 '15
3 Annualized Sharpe Ratio calculation Oct 14 '15
2 How are we underestimating liquidity risk? Oct 15 '15
2 Interpretation of t-test in event study with dummy regression Oct 17 '15
2 How to estimate the beta of corporations? Oct 13 '15
2 Risk-adjusted performance measurement: Log returns vs. simple returns and geometric vs. arithmetic mean return Oct 27 '15
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