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Taylor
  • Member for 12 years, 3 months
  • Last seen more than a month ago
8 votes
1 answer
2k views

How to use factor models for prediction?

3 votes
1 answer
423 views

Discretizing a Continuous Time Stochastic Volatility Model

2 votes
2 answers
306 views

name of this portfolio optimization strategy

2 votes
2 answers
336 views

Calculating excess returns

2 votes
0 answers
101 views

explanation of factor tilts that uses mathematical notation

1 vote
2 answers
156 views

How do I know what my portfolio weight constraints are given to me by my broker?

1 vote
1 answer
170 views

What is the name of this VaR calculation strategy?

1 vote
1 answer
101 views

An ad hoc portfolio optimization scheme

1 vote
1 answer
141 views

true or false: the risk-neutral measure is useless in this situation

0 votes
0 answers
229 views

how to merge these two crsp data sets

0 votes
0 answers
116 views

Common pre-processing steps for forex data

0 votes
2 answers
3k views

How to calculate Fama-French factors?

0 votes
2 answers
68 views

two separate minimum tick sizes for micro emini futures?