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SRKX
  • Member for 13 years, 2 months
  • Last seen more than a week ago
3 votes

What books should any quantitative portfolio manager or risk manager have as reference?

3 votes

What is the impact of high-frequency trading on market depth, liquidity, and volatility?

3 votes

Creating a financial market

3 votes

Integrating log-normal

3 votes

How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?

3 votes
Accepted

How to group mutual funds by volatility?

3 votes

Does entropy pooling apply to distributions with time-varying drift?

2 votes

Howto Calculate An Error's Partial Derivative in ANN

2 votes

Choosing attributes for SVM classification?

2 votes
Accepted

Exposition of Growth in a Perpetuity

2 votes

Black-Scholes No Dividends assumption

2 votes

What is a reasonable upper bound on the performance of a daily trading strategy?

2 votes

How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?

2 votes

What does this options' data mean?

2 votes
Accepted

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

2 votes

How to compute simple and log portfolio returns?

2 votes
Accepted

Where to get master list of mutual funds?

2 votes

How to compute the historical VaR for a portfolio with long and short positions?

2 votes

Is credit exposure conditional on default?

2 votes

How to interpret regression coefficients with dummy explanatory variables?

2 votes

Why do CFDs track the underlying?

2 votes

fair price for a call option

2 votes

what is the vol in the BS formula?

2 votes
Accepted

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

2 votes

How can I identify a zero beta portfolio?

1 vote
Accepted

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

1 vote

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

1 vote
Accepted

How to normalize various indicators into one column?

1 vote

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

1 vote

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