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nxstock-trader
  • Member for 12 years, 1 month
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45 votes
12 answers
30k views

Why does the minimum variance portfolio provide good returns?

10 votes
1 answer
2k views

Optimizing a portfolio of ETFs

9 votes
4 answers
1k views

How to optimize a portfolio under *both* maximum diversity ratio and minimum variance

9 votes
5 answers
2k views

portfolio optimization from empirical return distributions

9 votes
3 answers
1k views

Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations?

7 votes
2 answers
10k views

How do I calculate probability distribution of stock prices given option prices?

6 votes
4 answers
2k views

How to cluster ETFs to reduce cardinality for portfolio selection

5 votes
2 answers
803 views

Reduce correlation in output of Minimum Variance Portfolio Optimization

5 votes
1 answer
402 views

RMT (Random Matrix Theory) issue with callibrating MP distribution -

3 votes
1 answer
3k views

Home/hobbyist quant trading - possible to profitable or just an intellectual hobby? [closed]

2 votes
1 answer
2k views

AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R

1 vote
1 answer
105 views

AmericanOptionImpliedVolatility strange answers for calls IV's

1 vote
1 answer
79 views

Most profitable PUT strike price in these times of high volatility?

0 votes
0 answers
198 views

Compute stock price probability distribution from option data (IB method & negative probabilities issue)

-2 votes
1 answer
156 views

Optimal Covered Call Strategy [closed]