Quantitative Finance
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pyCthon

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

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  • npezolano@gmail.com
  • Member for 9 years, 1 month
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  • Last seen Jan 22 at 23:56

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11 copula-marginal algorithm Feb 23 '12
10 Kalman Filter Vs Hough Transform Mar 6 '12
8 application of lie groups in finance Apr 20 '12
6 Implications of the Riemann hypothesis in finance? Aug 4 '12
6 List of momentum indicators Jun 30 '15
6 Is R being replaced by Python at quant desks? May 24 '15
5 How is this financial product called? Feb 22 '16
5 Methodology for handling short american options in a back test Apr 15 '15
5 R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth) Aug 13 '13
4 Problems with dealing with GARCH models and intra-day data Feb 16 '13
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