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qwer
  • Member for 8 years, 9 months
  • Last seen more than a month ago
6 votes
1 answer
839 views

How is implied volatility derived?

6 votes
1 answer
484 views

Simple mean reversion strategy portfolio construction

4 votes
2 answers
434 views

Simple question about FX carry trade

3 votes
4 answers
504 views

Compare two time series with different frequencies

3 votes
0 answers
471 views

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

2 votes
1 answer
234 views

Looking at distribution of yearly returns of time series

1 vote
2 answers
294 views

Questions on continuously compounded return vs long term expected return

1 vote
0 answers
2k views

Maximizing sharpe ratio using cvxpy or cvxopt

1 vote
1 answer
582 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
291 views

Monthly returns annualized vs annual returns [closed]