Quantitative Finance
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rubikscube09
  • Member for 6 years, 2 months
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17 Questions

Score Activity Newest Views
4 votes
4 answers
1k views

Confusion about Vega P/L

4 votes
1 answer
174 views

Expectation of Stochastic Differential

4 votes
1 answer
417 views

Minimum Standard Deviation Portfolio vs Minimum Variance Portfolio

4 votes
1 answer
378 views

Market Impact: Going from 1/2 power to 3/2

3 votes
1 answer
191 views

How can Commercial Paper Spreads be Negative?

2 votes
0 answers
100 views

The Viability/Usefulness of Mean Standard Deviation Optimization?

2 votes
1 answer
536 views

Cross Sectional vs. Time-Series Risk Premia Estimate

1 vote
0 answers
198 views

Methods for Constructing Mimicking Portfolios for Observable Factors

1 vote
0 answers
86 views

Risk Parity/ Equal Risk Contribution - Optimality in a Mean Variance Sense

1 vote
1 answer
420 views

Simple Relation between Put Price and Zero Coupon Bond Price

1 vote
0 answers
62 views

Constructing a Replicating Portfolio : Regression on Individual Constituents or their Average?

1 vote
3 answers
186 views

OHLC Data for US Govt. Treasury Yields?

1 vote
1 answer
61 views

Historical Economic Release Calendar

1 vote
1 answer
216 views

Moving Average Window Size Determination

0 votes
1 answer
109 views

Historical Fundamentals Data for Sectors

0 votes
0 answers
35 views

Binomial Model Strike Price Assumption

0 votes
1 answer
60 views

Averaging Results Across Regressions due to Periodicity/Overlaps

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