User tweedi - Quantitative Finance Stack Exchange

tweedi

Member for 4 years, 5 months
Last seen this week

Network profile

Stats

495

reputation

11k

reached

2

answers

31

questions

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2

silver badges

Yearling

× 2

Mar 22, 2021

13

bronze badges

Self-Learner

Mar 22, 2021
Curious

May 1, 2019
Custodian

Nov 9, 2018

Top tags

hedging

4

Score

6

Posts

18

Posts %

equities

3

Score

9

Posts

27

Posts %

futures

3

Score

7

Posts

21

Posts %

correlation

3

Score

5

Posts

15

Posts %

beta

1

Score

8

Posts

24

Posts %

portfolio-management

1

Score

3

Posts

9

Posts %

Top posts

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All Questions Answers

Score Newest

7

CDS volatility: daily return calculated by simple substraction (Pt - Pt-1)?

Sep 5, 2019

3

MSCI World and MSCI World future: low correlation, how come?

Mar 22, 2021

3

What can be used to replace the Libor - OIS indicator in assessing fear in money markets?

Feb 20

3

MSCI World and MSCI World future: low correlation, how come?

Mar 22, 2021

2

Stressing liquidity (time to liquidate) of a long only equity fund using participation rate or bid ask

Nov 2, 2019

2

Portfolio VaR of a hedge portfolio (long index, short future): What total exposure to take to calculate VaR?

Apr 2, 2020

2

Duration split: treasury curve vs spread duration

Oct 22, 2018

2

How to measure effectiveness of CDS hedging

Feb 5, 2019

1

Threshold to consider the daily change of a bond price unusual?

Feb 22, 2019

1

Analyse correlation between LIBOR (quote in yield) and MSCI AC World (in dollars)

Apr 30, 2019

Top network posts

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6

Run away marriage: why did people go to Maryland?

6

Dropout damage mystery, how to fix it? [Photos and videos]

6

Wheel centred in frame but dished 8mm to non drive side, why is this happening?

5

Run away marriage: why did people go to Maryland?

5

Will this modern road bike hub fit in my 1990's MTB (130mm restoration)