Quantitative Finance
qwer's user avatar
qwer's user avatar
qwer's user avatar
qwer
  • Member for 7 years, 7 months
  • Last seen more than a month ago
Profile Activity
Stats
323
reputation
4k
reached
0
answers
10
questions
Communities
View all
Badges
This user doesn’t have any gold badges yet.
1
silver badge
6
bronze badges
Top tags
View all tags
0
Score
2
Posts
20
Posts %
0
Score
2
Posts
20
Posts %
0
Score
2
Posts
20
Posts %
0
Score
2
Posts
20
Posts %
0
Score
2
Posts
20
Posts %
0
Score
1
Posts
10
Posts %
Top posts
All Questions Answers
Score Newest
question
6
How is implied volatility derived?
Aug 6, 2015
question
6
Simple mean reversion strategy portfolio construction
Feb 13, 2018
question
4
Simple question about FX carry trade
Sep 18, 2015
question
3
Compare two time series with different frequencies
Jun 26, 2016
question
3
Is there really a negative roll yield for futures in contango?
Jul 12, 2017
question
2
Looking at distribution of yearly returns of time series
Jun 25, 2017
question
1
Questions on continuously compounded return vs long term expected return
Jul 4, 2017
question
1
Maximizing sharpe ratio using cvxpy or cvxopt
Nov 13, 2020
question
1
Monthly returns annualized vs annual returns [closed]
Feb 17, 2017
question
0
Under put call parity shouldnt the implied volatility for call and put for same strike and maturity be the same?
Dec 1, 2021
Top network posts
View all network posts
9
What are the differences between the older gold standard and the current fiat money standard?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.