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Quantitative Finance
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pyCthon

Apparently, this user prefers to keep an air of mystery about them.

43
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  • New York City
  • npezolano@gmail.com
  • Member for 7 years, 4 months
  • 482 profile views
  • Last seen Mar 28 at 5:03

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Top Posts (65) All Questions Answers | Votes Newest

11 copula-marginal algorithm Feb 23 '12
9 Kalman Filter Vs Hough Transform Mar 6 '12
7 application of lie groups in finance Apr 20 '12
6 Is R being replaced by Python at quant desks? May 24 '15
5 How is this financial product called? Feb 22 '16
5 Implications of the Riemann hypothesis in finance? Aug 4 '12
5 Methodology for handling short american options in a back test Apr 15 '15
5 List of momentum indicators Jun 30 '15
5 Proof of arbitrage-free implied volatility surface in relation to local volatility surfaces May 3 '17
5 R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth) Aug 13 '13
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