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Quantoisseur's user avatar
Quantoisseur's user avatar
Quantoisseur's user avatar
Quantoisseur
  • Member for 4 years, 7 months
  • Last seen more than 2 years ago
1 vote

How to use 'purging' in predicting stock price tomorrow based on information today?

2 votes
Accepted

Bloomberg Crude Oil Indices

5 votes
Accepted

Calculating Dollar-Neutral Strategy Net Return

2 votes

In a Diagonal Spread with Puts, aren't you bearish in the back month?

3 votes

Why is asset volatility easier to estimate than the asset mean if it contains the mean?

5 votes

Why are there so many S&P 500 call options selling with strike @1000?

1 vote

Which is more ill-conditioned, the asset correlation matrix or covariance matrix?

8 votes
Accepted

Why does portfolio optimization require a positive-definite covariance matrix?

0 votes

Modeling Slippage without Order Book data

1 vote
Accepted

Comprehending Corr heatmap from multiple trials of investment strategy (Paper)

2 votes

Alpha and returns annualized

2 votes

Greeks and splits

2 votes
Accepted

Calculate annualized returns and annualized volatility from monthly returns?

1 vote

What do large weights above 1 in a portfolio represent?

1 vote
Accepted

Why is the liquidity of ATM options often relatively low even though the underlying security is being traded in large quantity?

2 votes

What is volatility trading?

4 votes

Why does implied volatility decrease without a change in stock price?

1 vote

Reintegrating Fractionally Differentiated Time Series Prediction

3 votes
Accepted

What kind of option would best be suited for a price based algorithm?

3 votes

Issues making series stationary

2 votes

Extracting continuous futures prices on different dates with the ratio adjustment