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Quantitative Finance
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Victor's user avatar
Victor
  • Member for 12 years, 8 months
  • Last seen more than 3 years ago
  • Santiago, Chile
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question
14
How to build a mean reverting basket?
May 8, 2012
question
11
Why the interest rate for put-call parity is not constant?
Oct 5, 2012
question
10
When to use Monte Carlo simulation over analytical methods for options pricing?
Oct 2, 2012
question
8
How should I include the bid-ask spread as a transaction cost in a backtest?
Jun 10, 2012
question
8
Implied volatility and greeks for american option with discrete dividends
Jun 27, 2013
question
8
Choosing the time-frame to test for cointegration
Apr 11, 2012
question
7
How should I compute the Sharpe Ratio for mid-frequency pair trading strategy?
Jun 9, 2012
question
7
How to calculate the implied volatility using the binomial options pricing model
Jun 14, 2013
question
6
Trading a synthetic replication of the VVIX (volatility of VIX)
Oct 9, 2012
question
5
Sharpe ratio in days with no open positions
Jan 17, 2013
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