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Quantitative Finance
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confused
  • Member for 6 years, 8 months
  • Last seen more than 2 years ago
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About

Always confused but do enjoy learning and hopefully eventually teaching.

Building a potentially world changing project if someone wants to help: https://statistics-reference.github.io/

Please spread the word! Let's change the world!

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Top posts
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question
9
What are popular metrics for Option Skew?
Sep 27, 2019
question
4
What is the intuition behind "jumps" causing volatility skew?
Oct 1, 2019
question
4
Is there an arbitrage free option model that treats volatility as a deterministic function of strike?
May 1, 2019
question
3
Option and probability of finishing in the money?
Jul 29, 2019
question
3
What is "Lambda" in Heston's original paper on stochastic volatility models?
Apr 21, 2019
question
3
Do we need to assume underlying returns are normal in BSM model, given Central Limit Theorem?
Aug 20, 2019
answer
3
How to use autocorrelation plot to interpret time series data?
Jul 24, 2020
answer
3
Market Maker option's pricing with reference spot
Jul 31, 2020
answer
3
Forecasting volatility farther ahead with autoregressive machine learning
Aug 1, 2020
question
2
How would you in practice use factor models (like Fama French) to make decisions?
Jun 27, 2020
Top network posts
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56
Is it important to share the political views of the government you're working for in the US?
31
Why do game developers not make games with cheat codes or god mode any more?
26
Is Python a viable language to do statistical analysis in?
23
Can someone explain the importance of mean stationarity in time series?
18
Does Bayesian statistics bypass the need for the sampling distribution?