Quantitative Finance
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rhaskett
  • Member for 9 years, 8 months
  • Last seen more than a month ago
  • San Francisco, United States
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About

Ph.D. Math, CFA, Financial Engineer

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Top posts
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All Questions Answers
Score Newest
answer
23
Is R being replaced by Python at quant desks?
May 20, 2015
answer
10
Why can CDS indices be used as a bond market index?
May 19, 2015
answer
10
What does it mean to be "long or short in volatility"?
Jan 22, 2015
answer
7
Volatility skew and how to capture it?
Oct 20, 2014
question
7
Sharpe Maximization under Quadratic Constraints
Jun 25, 2015
question
5
Multivariate GARCH in Python
Sep 9, 2015
answer
5
float64 to store price data: is precision sufficient?
Nov 17, 2014
question
4
Sum of two GARCH(1,1) Models
Sep 15, 2015
question
4
Tests for Mean Reversion in a Portfolio Rebalancing
Sep 25, 2015
question
4
Robust Returns-Based Style Analysis
Sep 18, 2013
Top network posts
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103
15 year mortgage vs 30 year paid off in 15
29
How do I Pass a List of Series to a Pandas DataFrame?
24
Want to retire at 55, but 401(k) starts paying at 59.5 years old
23
Python Class "Constants" in Dataclasses
19
Is there a candlestick pattern that guarantees any kind of future profit?

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