Quantitative Finance
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tweedi's user avatar
tweedi's user avatar
tweedi
  • Member for 5 years, 11 months
  • Last seen more than a week ago
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527
reputation
17k
reached
2
answers
33
questions
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16
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4
Score
6
Posts
17
Posts %
3
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9
Posts
26
Posts %
3
Score
7
Posts
20
Posts %
3
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5
Posts
14
Posts %
1
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9
Posts
26
Posts %
1
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3
Posts
9
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Top posts
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All Questions Answers
Score Newest
question
7
CDS volatility: daily return calculated by simple substraction (Pt - Pt-1)?
Sep 5, 2019
question
6
What can be used to replace the Libor - OIS indicator in assessing fear in money markets?
Feb 20, 2022
answer
3
MSCI World and MSCI World future: low correlation, how come?
Mar 22, 2021
question
2
MSCI World and MSCI World future: low correlation, how come?
Mar 22, 2021
question
2
Determine if stocks are hurt by rates or recession fear
May 18, 2022
question
2
Stressing liquidity (time to liquidate) of a long only equity fund using participation rate or bid ask
Nov 2, 2019
question
2
Portfolio VaR of a hedge portfolio (long index, short future): What total exposure to take to calculate VaR?
Apr 2, 2020
question
2
Duration split: treasury curve vs spread duration
Oct 22, 2018
question
2
How to measure effectiveness of CDS hedging
Feb 5, 2019
question
1
Threshold to consider the daily change of a bond price unusual?
Feb 22, 2019
Top network posts
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8
Wheel centred in frame but dished 8mm to non drive side, why is this happening?
7
Dropout damage mystery, how to fix it? [Photos and videos]
6
Run away marriage: why did people go to Maryland?
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)

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