Quantitative Finance
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qwer
  • Member for 7 years, 7 months
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10 Questions

Score Activity Newest Views
6 votes
1 answer
797 views

How is implied volatility derived?

6 votes
1 answer
443 views

Simple mean reversion strategy portfolio construction

4 votes
2 answers
378 views

Simple question about FX carry trade

3 votes
4 answers
433 views

Compare two time series with different frequencies

3 votes
0 answers
442 views

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

2 votes
1 answer
228 views

Looking at distribution of yearly returns of time series

1 vote
2 answers
268 views

Questions on continuously compounded return vs long term expected return

1 vote
0 answers
854 views

Maximizing sharpe ratio using cvxpy or cvxopt

1 vote
1 answer
285 views

Monthly returns annualized vs annual returns [closed]

0 votes
1 answer
282 views

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

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