Quantitative Finance
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oronimbus
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All Questions Answers
Score Newest
question
8
Propagation of Errors of Sharpe Ratio
Dec 23, 2022
answer
6
Detrending price series for back testing
May 5
answer
5
Advances in financial machine learning (Marcos López de Prado): explanation of snippet 3.1
Jun 5
answer
5
Question about adding new investment A to portfolio B
Aug 15
answer
5
What is the definition of "co-terminal swaptions"? why they are important in the calibration process?
May 6, 2021
answer
4
Why does a name error appear? adv_fml_lopez de prado. python 3.7 colab
Jun 26, 2021
answer
4
FX Hedging costs when using 3m FX Fowards vs XCCY swaps for an IG Bond
Apr 28, 2021
answer
4
Propagation of Errors of Sharpe Ratio
Jan 4
question
4
Implied/Realised Vol ratio for negative rates?
Jan 28, 2020
answer
4
Computing T-Bill Yield across leap year boundary
Nov 1, 2019

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