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Quantitative Finance
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c00kiemonster
  • Member for 13 years, 6 months
  • Last seen more than 3 years ago
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Top posts
answer
14
Why would an investor trade a variance swap over a volatility swap?
Jul 24, 2011
question
9
How do I incorporate time-variability in a pair trading framework?
Feb 24, 2011
question
8
How does Kalman filtering of beta in pairs trading model work in R?
Nov 10, 2011
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466
Can I get JSON to load into an OrderedDict?
113
First Python list index greater than x?
103
Pythonic difference between two dates in years?
81
How can I get a Python generator to return None rather than StopIteration?
69
Rolling window for 1D arrays in Numpy?