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1 answers
6 votes
648 views
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How is implied volatility derived?
1 answers
5 votes
401 views
Simple mean reversion strategy portfolio construction
2 answers
4 votes
329 views
1 bookmarks
Simple question about FX carry trade
0 answers
3 votes
430 views
Is there really a negative roll yield for futures in contango?
4 answers
3 votes
352 views
Compare two time series with different frequencies
1 answers
2 votes
218 views
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Looking at distribution of yearly returns of time series
0 answers
1 votes
379 views
Maximizing sharpe ratio using cvxpy or cvxopt
2 answers
1 votes
237 views
Questions on continuously compounded return vs long term expected return
1 answers
1 votes
270 views
Monthly returns annualized vs annual returns
1 answers
0 votes
91 views
Under put call parity shouldnt the implied volatility for call and put for same strike and maturity be the same?