Quantitative Finance
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quanty
  • Member for 5 years, 8 months
  • Last seen more than a month ago
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419
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answers
17
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10
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53
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47
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5
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Top posts
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All Questions Answers
Score Newest
question
5
Why does the ultra long-end of a yield curve invert?
Aug 8, 2019
question
3
Why do par-yield shifts grow faster across the curve than spot-rate shifts when looking at key-rates?
Jun 4, 2018
question
3
How can we compute the daily drop in gross basis?
Feb 16, 2019
question
3
How does the cryptocurrency market rely on USD Tether?
Oct 15, 2021
question
2
Why are FRA/futures convexity adjustments necessary?
May 25, 2019
question
2
What are the practical costs of repo for a bond trading desk?
Feb 28, 2021
question
2
How does one price the market value and estimate the fair value of a bond futures roll?
Nov 26, 2018
question
2
What are some advanced methods for bond risk transformations?
Mar 22, 2021
question
2
Measuring bond fair value (richness/cheapness) using basic regression models?
Feb 9, 2019
question
1
Why do constant maturity bonds account for modified duration?
Dec 31, 2018
Top network posts
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46
sklearn KMeans is not working as I only get 'NoneType' object has no attribute 'split' on nonEmpty Array
7
How are models combined in locally weighted linear regression?
6
Check if multiple lists contain an element from a large external list
6
Efficient numpy array manipulation to convert an identity matrix to a permutation matrix
5
How can I get the gradient of the normal equation for weighted linear regression?

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