User Oscar - Quantitative Finance Stack Exchange

Oscar

Member for 3 years, 10 months
Last seen more than a month ago

12 Answers

Score Activity Newest

5 votes

Why worry about fat tails, if you can use stoploss?

answered May 23, 2020 at 13:12

3 votes

How are option values in real life calculated without volatility?

answered Jun 13, 2020 at 10:36

3 votes

Accepted

Do the wallet weights with the minimum variance need to be nonzero?

answered May 3, 2020 at 20:04

2 votes

VAR interpretation

answered Nov 18, 2020 at 13:39

1 vote

Accepted

Questions about Sharpe Ratio calculation

answered Jun 19, 2020 at 11:53

1 vote

Is it possible to make a portfolio with higher expected return and lower standard deviation than constituent securities?

answered Jun 25, 2020 at 4:47

1 vote

How to model asset prices for a very short time period

answered Jul 9, 2020 at 7:16

1 vote

Value Option with Forward Volatilities

answered Jul 21, 2020 at 11:05

1 vote

How can I theoretically hedge a bet, which is about whether or not price of a stock will get above a number?

answered Jun 1, 2020 at 13:50

1 vote

Accepted

Does the Black-Scholes formula work when unit of time is in hours?

answered Apr 2, 2020 at 16:34

1 vote

Accepted

Advice on learning C++ and its integration with Python/R/MATLAB for quantitative finance

answered Apr 21, 2020 at 20:16

1 vote

Accepted

CAPM Model, is this exercise done correctly?

answered Apr 30, 2020 at 20:58