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Quantitative Finance
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vpy
  • Member for 4 years, 8 months
  • Last seen more than 1 year ago
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8
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Top posts
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question
5
Derivation of mean-variance portfolio weights as closed-form analytical solution from Lagrangean equations
Nov 7, 2020
question
4
Beginner to high-frequency trading
Mar 29, 2020
question
2
Why is C/C++ used by researchers to develop and test algorithmic trading strategies?
Apr 17, 2020
question
2
Convention for computing returns on bond futures
Aug 31, 2020
answer
1
Autocorrelation and frequency of occurence
Apr 17, 2020
answer
1
Why is C/C++ used by researchers to develop and test algorithmic trading strategies?
May 7, 2020
question
1
Decode stock market data from C++
Jun 21, 2020
question
0
Compounding Equivalence
Sep 22, 2020
answer
0
Interpreting Autocorrelation as probability
Apr 17, 2020
question
0
Computing covariance matrix with historical data
May 7, 2020
Top network posts
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8
Linear regression when dividing the dependent variable by the independent variable
6
Probability of drawing an ace from a modified deck