Quantitative Finance
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qwer
  • Member for 8 years, 4 months
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Profile Activity

10 Questions

Score Activity Newest Views
6 votes
1 answer
821 views

How is implied volatility derived?

6 votes
1 answer
470 views

Simple mean reversion strategy portfolio construction

4 votes
2 answers
412 views

Simple question about FX carry trade

3 votes
4 answers
485 views

Compare two time series with different frequencies

3 votes
0 answers
456 views

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

2 votes
1 answer
233 views

Looking at distribution of yearly returns of time series

1 vote
2 answers
279 views

Questions on continuously compounded return vs long term expected return

1 vote
0 answers
1k views

Maximizing sharpe ratio using cvxpy or cvxopt

1 vote
1 answer
477 views

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

1 vote
1 answer
289 views

Monthly returns annualized vs annual returns [closed]

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