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Quantitative Finance
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Attack68

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 1 year, 8 months
  • 346 profile views
  • Last seen 6 hours ago

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Score 51
Posts 26
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Top posts (175) All Questions Answers | Votes Newest

8 Arbitrage possible with negative rate of interest? Nov 25 '18
6 definition of mid price in literature Jan 21
6 Forward implied volatility Jul 22 '18
6 Why is the 1 month OIS rate so stable? May 26 '18
6 How to adjust butterfly 2s5s10s swaps trade for directionality? Jun 28 '18
5 approach on trading algorithm using machine learning Jun 11 '18
5 Limit order book cancellations Oct 31 '18
4 Relation between OIS rate and discounting rate Oct 15 '18
4 Estimation of Risk-Neutral Densities Using Positive Convolution Approximation - Python Feb 21
4 Compare two distributions for forecasting returns Mar 4
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