Quantitative Finance
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finstats
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15 Questions

Score Activity Newest Views
4 votes
3 answers
8k views

Understanding the concept of Martingale pricing

3 votes
0 answers
271 views

The Public Market Equivalent measure in private equity

3 votes
2 answers
299 views

Effects of Fund manager reputation, track record, and skill on funds returns and capital flows

3 votes
1 answer
870 views

What are the assumptions of portfolio optimisation with higher moments?

3 votes
1 answer
1k views

How to implement the herding measure proposed by Lakonishok et. al (1992) in python

2 votes
2 answers
313 views

How to calculate the yield of a perpetual bond that pays a floating coupon payment?

2 votes
2 answers
1k views

Problem when calculating the daily return on a forex trade, what is the best way to do such a calculation?

2 votes
1 answer
142 views

Is the volatility of a trader's wealth equal to the volatility of the underlying assets traded?

2 votes
1 answer
3k views

Understanding how to calculate tracking error

2 votes
2 answers
537 views

Portfolio optimisation with conditional weight restrictions among asset

1 vote
1 answer
218 views

How to calculate the daily rate of return for an actively traded account

1 vote
1 answer
52 views

How to calculate a weighted payback rate and period?

1 vote
2 answers
575 views

Portfolio rebalancing to optimal weights including transaction costs and without cash component

1 vote
3 answers
179 views

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

0 votes
0 answers
246 views

What are the advantages and disadvantages of converting standard deviation of higher-frequency returns to a lower sampling frequency?