Quantitative Finance
Sebapi's user avatar
Sebapi's user avatar
Sebapi's user avatar
Sebapi
  • Member for 5 years, 9 months
  • Last seen more than a month ago
  • Hong Kong
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14
answers
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About

Quantitative Researcher, c++, python and web developer.

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10
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4
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29
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9
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4
Posts
29
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5
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7
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3
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1
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7
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7
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Top posts
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All Questions Answers
Score Newest
answer
5
Does mean variance optimization work in real life? If so, why are defined benefit pension funds so underfunded?
Nov 15, 2020
answer
3
Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades
May 31, 2020
answer
3
Sample from aggregate portfolio distribution versus individual asset distributions
Nov 23, 2018
answer
2
How to find an initial equilibrium benchmark portfolio that includes currencies for Black-Litterman model
Nov 25, 2018
answer
2
The same expectation means martingale?
Dec 10, 2018
answer
2
Fixing mean reversion parameter in the 1F HW model
Dec 2, 2018
answer
2
Portfolio optimisation by asset allocation
Dec 2, 2018
answer
2
Annualizing intraday volatility
Nov 15, 2020
answer
1
Definition of sharpe ratio maximising and variance minimising portfolios
Mar 2, 2019
answer
1
Bond price distribution if yield assumed log-normal
Nov 15, 2020
Top network posts
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9
Double entry bookkeeping database design
5
Distribution of difference of two random variables with chi-squared distribution

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