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Quantitative Finance
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SachaTheBrave
  • Member for 2 years, 1 month
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6 Answers

Score Activity Newest
3 votes

FX ATM-volatility quotes

implied-volatility fx volatility-smile volatility-surface
answered Jun 5, 2020 at 20:33
1 vote

Historical PNL using Taylor Expansion for Gamma Ladders

swaption gamma pnl historical
answered Jun 19, 2020 at 20:41
1 vote

Dealing with stochastic results of Machine Learning Models

machine-learning portfolio-selection
answered May 25, 2020 at 15:56
1 vote

How to use multi-periods and mult-factors to predict stock price by linear regression?

time-series regression machine-learning prediction
answered May 25, 2020 at 19:48
1 vote
Accepted

Can a portfolio value consisting of longing a delta shares of stocks and shorting a call option greater than strike price?

programming hedging simulations delta-hedging
answered Jun 3, 2020 at 15:57
0 votes

Wha't the best place to grab historical sophisticated data about stocks?

programming historical-data fundamentals
answered May 25, 2020 at 16:04
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