SRKX's user avatar
SRKX's user avatar
SRKX's user avatar
SRKX
  • Member for 13 years, 2 months
  • Last seen more than a week ago
1 vote

Is there a python package/function that returns the trading time between two timestamps?

1 vote

Reference that states that the price of an option is not the expected present value of the payoffs under Black and Scholes?

0 votes

Are there opportunities in the market for low volume hobbyist algorithmic traders?

0 votes

How to derive the Black Scholes partial differential equation from a stock log-normal distribution?

1 vote
Accepted

How to normalize various indicators into one column?

1 vote

How to derive the prices of downstream products from raw commodity prices?

1 vote
Accepted

How are OHLC bars made from bid, ask, and last trade prices?

2 votes

How can I identify a zero beta portfolio?

1 vote

In portfolio theory, has volatility a logical place as an asset class?

3 votes
Accepted

How to define the $f$ function to apply Ito's lemma?

4 votes

Should the Sharpe ratio of a portfolio change when it is leveraged?

2 votes
Accepted

What is the value this "special" forward contract at maturity?

7 votes
Accepted

Is Value At Risk additive?

1 vote
Accepted

How to build a market-neutral portfolio using CVXPY?

5 votes
Accepted

Is futures contracts data only reported for business days?

0 votes
Accepted

Can I split my backtesting into multiple consecutive sub-periods?

1 vote
Accepted

Can the net portfolio's beta be different from the sum of long and short betas of the portfolio?

3 votes

How is the Chooser Option's value computed in this example?

5 votes
Accepted

How to create a synthetic put?

2 votes

What does this options' data mean?

1 vote

What are the canonical books on optimization methods?

4 votes
Accepted

Why don't real-world probabilities affect the price of a call in a 1-step binomial model?

3 votes
Accepted

How to calculate weight of two stocks without knowing their correlation?

5 votes

How to price an option allowing to change a call into a put?

0 votes

How is fundamental data taken into account when modelling stock prices with a Geometric Brownian Motion?

2 votes

How to compute simple and log portfolio returns?

2 votes
Accepted

How to retrieve and format futures data for use in regression/time series models?

5 votes
Accepted

Can I get Black-Scholes option price from greeks?

1 vote

What is wrong in my non-linear estimation sample code?

2 votes

Why do CFDs track the underlying?

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