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6 votes
1 answer
673 views

How is implied volatility derived?

5 votes
1 answer
412 views

Simple mean reversion strategy portfolio construction

4 votes
2 answers
352 views

Simple question about FX carry trade

3 votes
4 answers
388 views

Compare two time series with different frequencies

3 votes
0 answers
435 views

Is there really a negative roll yield for futures in contango?

2 votes
1 answer
222 views

Looking at distribution of yearly returns of time series

1 vote
2 answers
248 views

Questions on continuously compounded return vs long term expected return

1 vote
0 answers
543 views

Maximizing sharpe ratio using cvxpy or cvxopt

1 vote
1 answer
276 views

Monthly returns annualized vs annual returns [closed]

0 votes
1 answer
148 views

Under put call parity shouldnt the implied volatility for call and put for same strike and maturity be the same?