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tagoma's user avatar
tagoma
  • Member for 12 years
  • Last seen more than a week ago
  • Francia
6 votes

C++ training from scratch to quantitative trading?

4 votes

Ways of treating time in the BS formula

4 votes
Accepted

Choosing the time-frame to test for cointegration

4 votes

Except Zipline, are there any other Pythonic algorithmic trading library I can choose?

3 votes
Accepted

Testing Black Scholes Analytical Options Pricer

2 votes

How to price a calendar spread option?

2 votes

Cointegration tests

2 votes

How do you explain the volatility smile in the Black-Scholes framework?

1 vote

If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?

1 vote

How to calculate Vomma of Black Scholes model

1 vote

Regression with Lagged variables

1 vote

Regression extensions

0 votes

What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?

0 votes

What is the clean price and dirty price of a risky bond?

-1 votes

Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?

-1 votes

How to calculate the most realistic historical option prices with additional publicly available parameters