Quantitative Finance
RaveTheTadpole's user avatar
RaveTheTadpole's user avatar
RaveTheTadpole's user avatar
RaveTheTadpole
  • Member for 10 years, 3 months
  • Last seen more than a month ago
  • Austin, TX
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33
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12
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11
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6
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22
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Top posts
All Questions Answers
Score Newest
answer
12
Why using 3 months forward to hedge fx risk on a fund of funds portfolio?
Jun 17, 2013
answer
4
Calculate Daily Returns for Sharpe Ratio
Jan 13, 2014
answer
4
Dv01 of Eurodollar futures contract
Apr 15, 2014
answer
4
Why financing costs are ignored in capital budgeting of projects?
May 17, 2019
answer
2
Budget Constraint in Sharpe Ratio Optimization
Apr 15, 2014
answer
2
What P&L netting should one use when a strategy has trades in two different geographic locations?
Jul 17, 2015
answer
2
can an fx forward price simply be divided into 1 to quote the inverse?
Oct 1, 2015
answer
2
How to most optimally perform currency conversions when backtesting on portfolio level?
Jul 25, 2013
answer
1
Expected payoff and weighted average price
Jan 13, 2014
Top network posts
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76
Argument order to std::min changes compiler output for floating-point
27
Building Python with SSL support in non-standard location
12
git rebase "--preserve-merges --onto" doesn't preserve merges
8
git rebase "--preserve-merges --onto" doesn't preserve merges
6
Why does a Xeon processor cost much more than a similar Core i7 part?

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