Quantitative Finance
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Basj
  • Member for 6 years, 5 months
  • Last seen more than 1 year ago
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Love to work on R&D involving Python, maths, machine learning / deep learning, data science, product design, and MacGyver solutions to complex problems.

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18
Processes used in quant finance
Feb 22, 2016
question
11
Processes used in quant finance
Feb 22, 2016
question
9
Two correlated brownian motions
Feb 23, 2016
question
7
Modelling EUR/USD with Ornstein-Uhlenbeck + jumps?
Jan 30, 2016
question
6
Why do we usually use normal distribution and not Laplace distribution to generate stochastic process?
Feb 14, 2016
question
6
What's the name of this nearly-brownian stochastic process?
Jan 24, 2016
question
6
Sharpe Ratio : why the normalization factor?
Dec 18, 2015
question
5
Source for real-time tick data (stock price, etc.) updated every second?
Nov 27, 2015
question
5
Geometric brownian motion vs. Ornstein Uhlenbeck
Jan 22, 2016
question
4
Black-Scholes formula proof, without stochastic integration
Jan 19, 2016
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Total memory used by Python process?
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WebSockets and Apache proxy: how to configure mod_proxy_wstunnel?
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Simplest async/await example possible in Python
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Peak-finding algorithm for Python/SciPy
122
WebSockets and Apache proxy: how to configure mod_proxy_wstunnel?

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