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zuiqo
  • Member for 10 years, 6 months
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9 votes

Interpretation of Macaulay Duration

8 votes

Video lectures and presentations on quantitative finance

5 votes
Accepted

Other means of calibrating Heston models

5 votes

Market weights for Black-Litterman

4 votes
Accepted

Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?

4 votes

Resources for finding scholarly research on topics in quantitative finance?

4 votes

Usage of Bollinger bands

4 votes
Accepted

How is the Sharpe Ratio presented in fund profiles usually calculated?

3 votes

Good Model Calibration Books/Papers for Common Option Pricing Models

3 votes
Accepted

Definition of "tenor" argument in QuantLib's Schedule class object

3 votes

Get intraday data of SAP with google Finance

2 votes

Multi-asset class allocation

2 votes

Where can I find US public company bankruptcy data

2 votes
Accepted

What is (High-Low) and (Open-Close) spread?

2 votes

Regression giving the return on a stock

1 vote

What stock market indicators to model based on twitter feed?

1 vote

Using OpenCL video cards to offload Quant Finance calculations, what features should I look for?

1 vote
Accepted

How to get a Quant Job

1 vote

The importance of good optimizers in Portfolio Optimization

1 vote

Stock Returns Distribution in Heston Model

1 vote

Determining optimal trading signals (buy/sell) from past data

1 vote

Understanding how to calculate tracking error

1 vote

Historical data resources for Indian market

0 votes

I have portfolio volatility for individual years, can I use them to compute portfolio volatiltiy for subperiods?

0 votes

What is the industry standard Quant Finance modeling library for F#

0 votes

Why FX Vanilla Options are quoted in volatility

0 votes

Portfolio risk-return when assets have limited and inconsistent historical data / time series?