Quantitative Finance
Network profile
52
reputation
7

tweedi

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

0
answers
13
questions
~2k
people reached
  • Member for 1 year, 8 months
  • 8 profile views
  • Last seen Jul 8 at 11:15

Communities (4)

Top network posts

We respect a laser-like focus on one topic.

Top tags (29)

Score 0
Posts 3
Posts % 23
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 2
Score 0
Posts 2
View all tags →

Top posts (13) All Questions Answers | Votes Newest

2 Duration split: treasury curve vs spread duration Oct 22 '18
1 Track an index with futures only: what to do with the cash? Oct 24 '18
1 Probability of default: issuer vs volume weighted Dec 3 '18
1 How to measure effectiveness of CDS hedging Feb 5
1 Threshold to consider the daily change of a bond price unusual? Feb 22
1 Analyse correlation between LIBOR (quote in yield) and MSCI AC World (in dollars) Apr 30
1 Relationship between Tracking Error and Beta to benchmark May 22
1 Hedge ratio: hedging a portfolio of global equities with futures Jun 6
0 Delta-Gamma VaR question on inputs (do I need only one delta or the delta for the past 500 days?) Oct 28 '18
0 Variance-Covariance VaR: how to get the volatility? Oct 28 '18
View all questions and answers →

Badges (7)

Gold

—

Silver

—

Bronze

7

Rarest