Quantitative Finance
Sergey Bushmanov
  • Member for 7 years, 1 month
  • Last seen more than a month ago
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All Questions Answers
Votes Newest
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
Top network posts
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234
How to plot a histogram using Matplotlib in Python with a list of data?
194
How to increase image size of pandas.DataFrame.plot
119
Modify the legend of pandas bar plot
53
Error in reading stock data : 'DatetimeProperties' object has no attribute 'weekday_name' and 'NoneType' object has no attribute 'to_csv'
38
Scikit-learn : Input contains NaN, infinity or a value too large for dtype ('float64')

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