Quantitative Finance
Alex C's user avatar
Alex C's user avatar
Alex C's user avatar
Alex C
  • Member for 8 years, 7 months
  • Last seen more than 3 years ago
  • USA
Profile Activity

316 Answers

Score Activity Newest
27 votes
Accepted

What's the difference between PV01 and DV01 of a bond?

21 votes
Accepted

Why the difference between SPY and ^GSPC?

20 votes
Accepted

What happened to the French franc value in August 1969?

15 votes

Doing opposite of what the model says

14 votes
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How exactly are corporate bonds priced at issue

13 votes

Theoretical limits for contango and backwardation

12 votes
Accepted

What is the difference between OIS Swap vs Basis Swap?

10 votes

Mean reversion time estimation

10 votes
Accepted

When would open interest equal trading volume?

10 votes

Why is Brownian motion useful in finance?

9 votes
Accepted

Why do FX Swaps have Interest Rate Risk?

9 votes
Accepted

Mathematical underpinnings of the square root of time rule

7 votes

What is a Constant Maturity Swap (CMS) rate?

7 votes

Most significant research articles for practical investors with research perspectives

6 votes

Regularizers to compute Minimum Variance Portfolio weights

6 votes
Accepted

What is forward moneyness and how to calculate it?

6 votes
Accepted

Why James Simons trades it only if it is liquid?

6 votes

What's a covered bond?

6 votes

What is the intuition of a spread portfolio and how exactly is it constructed?

6 votes

How to calculate probability of touching a take-profit without touching a stop-loss?

6 votes
Accepted

the cash flows behind closing out futures positions

6 votes
Accepted

Comparing Investment Style with Fama French 3 Factor Model

5 votes
Accepted

What is the variance risk premium?

5 votes
Accepted

Derive Perpetual Bond Price

5 votes

Math background required to understand geometric brownian motion

5 votes

Relationships between white noise and random walk

5 votes
Accepted

What qualifications do the traders have that quants don't?

5 votes
Accepted

SVI model and Greeks calculation

5 votes
Accepted

What is the difference between overlapping and non overlapping returns

5 votes
Accepted

Why did Markowitz not derive an equation for the efficient frontier?

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