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mperlow
  • Member for 5 years, 7 months
  • Last seen more than 3 years ago
10 votes
Accepted

statistical arbitrage vs factor trading

6 votes
Accepted

Reference request: Quantitative approaches to market abuse detection

4 votes

Compute tangency portfolio with asset allocation constraints

3 votes

portfolio optimization with weights constraint in python

2 votes

ESG score for shorted stocks and for long-short portfolio

2 votes

Simple mean reversion strategy portfolio construction

2 votes
Accepted

How to calculate "portfolio cumulative return" from individual price data and weight of them?

1 vote

Calculating idiosyncratic risk of stock without beta or risk free rate

1 vote

Testing which index is a better benchmark to track stock prices

0 votes

Compound 3-year returns to obtain 10-year returns: How to do?