Skip to main content
SRKX's user avatar
SRKX's user avatar
SRKX's user avatar
SRKX
  • Member for 13 years, 3 months
  • Last seen more than a month ago
1 vote

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

1 vote
Accepted

Can I perform an asset allocation optimization if assets are perfectly uncorrelated?

1 vote
Accepted

Are there quantitative models which can guide one's choice of target risk?

1 vote

Why the interest rate for put-call parity is not constant?

1 vote

Economic contagion to individual stocks (ideas for analysis)

1 vote

How to improve the Black-Scholes framework?

1 vote
Accepted

What precision do I need to calculate implied volatility?

1 vote

Encyclopedia of Statistical Tests

1 vote

What are the properties of the Expected Shortall measure when split in multiple time periods?

1 vote

Rate of Return Required on Buying Stocks with Loan

1 vote

Estimate weekly, yearly quantities from finite samples

1 vote
Accepted

How to compute a sector's volatility within a portfolio?

1 vote

Risk Neutral Evaluation - Exchange/Spread Options

1 vote
Accepted

Logarithmic returns for realized variance?

1 vote

What is the clean price and dirty price of a risky bond?

1 vote

Volatility Estimation

1 vote

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

1 vote

Could we estimate a portfolio's volatility using a GARCH on the portfolio returns?

1 vote
Accepted

How are netting sets determined for CVA calculation?

1 vote

Is this process predictable or not?

1 vote

Is there a broad currency index just like there is an equity market index?

1 vote

Variability in the Expected Shortfall estimator

1 vote

What are the canonical books on optimization methods?

1 vote
Accepted

How to build a market-neutral portfolio using CVXPY?

1 vote
Accepted

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

0 votes
Accepted

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

0 votes

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

0 votes

How to price an European call on zero-coupon from the yield curve?

0 votes

Portfolio Strategies Project

0 votes

How to use PCA for trading