Quantitative Finance
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amdopt

I founded and manage a small family of hedge funds. Two funds that trade volatility in a variety of quantitative ways and a 3rd fund focused on trading IPOs and secondary offerings.

Python, SQL, C#, VBA

amdopt@gmail.com

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  • New York, NY, United States
  • Member for 3 years, 11 months
  • 315 profile views
  • Last seen 9 hours ago

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7 Automatically get iShares ETF holdings Jul 3 '18
6 CME gold futures, do expiries follow any rule? Mar 9 '17
6 How to calculate the net return of each “partner” at different times? Jul 6 '20
5 bank issuing structured products May 20 '20
5 What makes open-outcry preferable to electronic trading and what are its consequences? Jul 31 '17
5 Pair trading - short / long the spread Aug 23 '19
4 Alternative relative performance measure to Sharpe ratio for non-IID return Sep 17 '19
4 Aggregating quotes data for different time frames Oct 11 '19
4 Deriving implied volatility programmatically Nov 14 '19
4 How is market buy order executed when meeting both market sell order and limit sell order? Jan 2 '20
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