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Quantopik's user avatar
Quantopik's user avatar
Quantopik's user avatar
Quantopik
  • Member for 12 years
  • Last seen more than 1 year ago
  • Milano, MI, Italia
11 votes

Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?

7 votes

Where can I get historical fundamental data for multiple companies in a single CSV file?

6 votes

References for PD / LGD estimates of low-default portfolios

6 votes
Accepted

Expert System for Credit Scoring

5 votes

Works of Nassim Taleb

5 votes
Accepted

Actually benefiting from logistic regression to estimate probability of default

4 votes
Accepted

Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?

4 votes
Accepted

Estimating correlation using EWMA

4 votes

Combining modern portfolio theory and Kelly betting?

4 votes
Accepted

What structural model does Reuters use for default probability?

4 votes
Accepted

Opensource marketdata reference data for retail market

3 votes

Bayesian estimation of asset pricing models

3 votes

What are the main market efficiency measures in the stock market?

3 votes

Any package to run VAR-GARCH or VECM-GARCH models in R?

3 votes

What are Barra style factors useful for?

3 votes
Accepted

Which risk free rate is assumed by market when pricing american options?

3 votes
Accepted

What's the meaning of the intercept in asset pricing model?

3 votes
Accepted

Book recommendation for credit risk management for banking

3 votes
Accepted

Time series analysis on illiquid price data?

2 votes

Kalman filtering

2 votes
Accepted

Sortino Ratio calculation

2 votes
Accepted

Get market cap by ticker on 1.7.2013?

2 votes

US options market/microstruture research

2 votes
Accepted

Using Financial Ratios to get credit rating or PD

2 votes

GNP/GDP and modelling

2 votes

Interpolation of volatility curve for Swaption

2 votes

Technical Indicators reference

2 votes
Accepted

What are good online resources for credit portfolio managers?

2 votes

How to get Stock Fundamental time series data?

2 votes
Accepted

Looking for a definition of financial entropy