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Quantitative Finance
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sen_saven
  • Member for 8 years, 2 months
  • Last seen more than a month ago
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Top posts
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question
10
Hierarchical Risk Parity with allocation constraints?
Nov 24, 2017
answer
2
Volatility and Counterparty risk for FX Forward
Mar 13, 2017
question
2
Incremental VaR formula
Jul 31, 2016
question
2
kalman filter for a multifactor model in R
Jun 6, 2017
answer
2
Modelling fund positioning using fund returns and linear regression
Jun 9, 2017
answer
2
How to Deal With Betas when variance is Zero?
Feb 1, 2018
answer
2
Assigning Global VaR to portfolio members
Feb 27, 2018
answer
1
Is it possible to defend a Computer Science master thesis by writing a project about quantitative finance?
Dec 7, 2016
answer
1
Applying my Machine Learning class (possibly to small markets)
Aug 1, 2017
answer
1
Explanation of Standard Method Generalized Hurst Exponent
Aug 8, 2017
Top network posts
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7
Kalman filter vs Kalman Smoother for beta calculations
6
What if a company uses my open source project for a closed-source system?
5
Quantmod getFX function error