Quantitative Finance
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pteetor
  • Member for 12 years, 10 months
  • Last seen more than 1 year ago
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About

Quantitative developer, writer, instructor, private trader, so-so musician

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All Questions Answers
Score Newest
answer
43
What are the key risks to the quantitative strategy development process?
Feb 3, 2011
question
35
Trading a synthetic replication of the VIX index
Feb 3, 2011
question
30
What is the role of stochastic calculus in day-to-day trading?
Feb 3, 2011
question
18
Hedging stocks with VIX futures
Jan 31, 2011
answer
17
How 'High' is the frequency in HFT?
Feb 9, 2011
answer
16
Who has introduced the term 'vega' and why?
Feb 3, 2011
answer
11
How to estimate the probability of drawdown / ruin?
Feb 10, 2011
answer
11
Is price gaping the major risk that market maker has?
Nov 21, 2013
answer
9
Searching for pairs-trading in sub O(n^2 t) time
Oct 12, 2012
answer
9
Why does the VIX index have *any* correlation to the market?
Feb 3, 2011
Top network posts
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14
How to request an early exit when knitting an Rmd document?
12
Creating a list of random vectors in R
10
Alternative to block bootstrap for multivariate time series
6
What are some examples of anachronistic practices in statistics?

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