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oronimbus
  • Member for 6 years, 1 month
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6 votes

Detrending price series for back testing

5 votes
Accepted

Advances in financial machine learning (Marcos López de Prado): explanation of snippet 3.1

5 votes

Question about adding new investment A to portfolio B

5 votes
Accepted

What is the definition of "co-terminal swaptions"? why they are important in the calibration process?

4 votes

Why does a name error appear? adv_fml_lopez de prado. python 3.7 colab

4 votes
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FX Hedging costs when using 3m FX Fowards vs XCCY swaps for an IG Bond

4 votes
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Propagation of Errors of Sharpe Ratio

4 votes
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Premium Adjusted Delta in fx market

4 votes
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Computing T-Bill Yield across leap year boundary

4 votes
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IRS Payer/Receiver swap dv01

4 votes
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Why is the NPV of this FX Forward 0?

4 votes
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Incorporating the I-Spread and Parallel Shift for Accurate Bond Pricing

4 votes
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Strange Market Data YTM for a Zero Coupon Bond

3 votes
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how is accrual calculated on the floating leg of a OIS swap

3 votes

Average drawdown and average drawdown length in Python

3 votes
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Ten Year Note Futures Implied Repo Rate calculation from CME Understanding Treasury Futures Document

3 votes
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How does Bloomberg bootstrap CASH Instruments?

3 votes
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How is the price of US T-Bill's calculated here on CNBC?

3 votes

What are some factually incorrect quantitative finance answers generated by AI?

3 votes

How do I measure the "dispersions" of a group of stock returns

3 votes

Estimation of volatility into Black-76 formula

3 votes

Why would a 15Y swap index=EUR3M and discount=OIS, show only a EUR3M-delta at 15Y

3 votes
Accepted

How to compare bonds in terms of volume traded in Bloomberg Excel Add-in?

3 votes

ATM interest rate swap dv01 vs off-market swap dv01

3 votes

why am I seeing a value error? adv_fml. lopez de prado

2 votes

How would I price out and set up a steepening yield curve strategy in which Im long 5yr UST and short 30yr UST futures

2 votes
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Bloomberg formula for bond total return

2 votes

Index with negative gamma

2 votes
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Regression taking in account size of earnings surprises

2 votes

List of Option Payoffs