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numerairX
  • Member for 5 years, 4 months
  • Last seen more than 1 year ago
  • New York, NY, USA
6 votes

Methods to improve systematic strategies

5 votes

Pair trading - short / long the spread

3 votes

Reading List (Advanced Alpha Design)

3 votes

What is the Probability Distribution of Max-Drawdown?

3 votes
Accepted

Difference between settlement of Eurodollars and FRA

2 votes

Given a factor which is correlated to price, how to generate trading signal?

2 votes
Accepted

Derive a mathematical equation for Eurodollar future rate

2 votes

Hull White help needed

2 votes
Accepted

Where this HJB equation comes from?

1 vote
Accepted

Why it's related to stock price

1 vote

Estimating Parameters - Vasicek

1 vote
Accepted

Daily returns to monthly basic question

1 vote

How to construct a risk parity Portfolio by fixing the portfolio volatility on a desired level?

1 vote

Does anyone know of an equivalent to trader test?

1 vote

EURIBOR zero rates vs forward rates to project future income on a bank's loans

1 vote
Accepted

Daily idiosyncratic volatility?

1 vote

Black-Litterman risk aversion

1 vote

Adjustments for Multicollinearity in Returns-Based Style Analysis

1 vote

Multivariate Markov Regime switching GARCH

1 vote

Misunderstanding of time series autocovariance

1 vote

Rationale for likelihood function parameter choice in Black-Litterman model?

1 vote

Cointegration and Ratio Pair Trading

1 vote

Autocovariance of increments of a semimartingale

1 vote

selecting key performance indicators for a stock

0 votes

Why we can't lower a volatility of a portfolio (without changing expected return) by substituting a zero beta stock with a risk free asset?