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Vitomir's user avatar
Vitomir's user avatar
Vitomir
  • Member for 4 years, 11 months
  • Last seen more than a month ago
  • Frankfurt, Germany
4 votes
Accepted

How frequently is local volatility calibrated to implied vol surface, in practice?

3 votes

What is a good reason to accumulate a stock that is going to be delisted?

3 votes

How does duplicate data affect backtesting?

2 votes
Accepted

Backtesting with Stock Indices, how does one deal with it?

2 votes

Investors degree of risk aversion in capm model

2 votes
Accepted

Add a country OAS to a government bond model? (modelling returns of the bond price)

2 votes

Definition of an European Option

1 vote
Accepted

Is there any good research on daily technical indicators?

1 vote

Portfolio volatility - Real life application

1 vote

Average portfolio correlation vs. external metric

1 vote

Model calibration volatility surface

1 vote

PD for ECL modelling

1 vote

Optimal investment mix of equity and debt in a single company, HY vs IG

1 vote
Accepted

Measuring liquiduity of a portoflio of bonds

1 vote

default protection seller long or short credit risk?

1 vote

In-sample and out-sample backtest performance, how to do this?

1 vote

Volatility Skew Theory

1 vote

Roll Returns vs Total Returns

1 vote

SARIMA+GARCH model

1 vote

BHAR Event Study Data

1 vote

Unsupervised learning for portfolio construction

0 votes

carry for a sovereign bond

0 votes

How were Dalio's All Weather weights determined?

0 votes

Strategic asset allocation research

0 votes

How to forecast high-frequency data?

0 votes

Estimated betas and optimal portfolio

0 votes
Accepted

Fama French Three Factor

0 votes

CDS, default probability and bond price

0 votes

Interpretation conditional volatility plot

0 votes

Geometric Sharpe ratio