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numerairX

Fixed Income Trading, I focus on

 statistical learning
 trading signal optimization
 and all sorts of random researches
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  • New York, NY, USA
  • Member for 2 years, 7 months
  • 96 profile views
  • Last seen Oct 26 '20 at 23:35

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6 Methods to improve systematic strategies Sep 27 '18
4 Pair trading - short / long the spread Aug 23 '19
3 Reading List (Advanced Alpha Design) Dec 12 '19
3 What is the Probability Distribution of Max-Drawdown? Sep 25 '18
3 Difference between settlement of Eurodollars and FRA Oct 10 '18
2 Given a factor which is correlated to price, how to generate trading signal? Dec 3 '18
2 Derive a mathematical equation for Eurodollar future rate Dec 14 '18
2 Hull White help needed Oct 16 '18
2 Where this HJB equation comes from? Oct 28 '19
1 Why it's related to stock price Dec 9 '19
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