Quantitative Finance
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rhaskett's user avatar
rhaskett's user avatar
rhaskett
  • Member for 10 years, 4 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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All Questions Answers
Score Newest
answer
23
Is R being replaced by Python at quant desks?
May 20, 2015
answer
11
Volatility skew and how to capture it?
Oct 20, 2014
answer
10
What does it mean to be "long or short in volatility"?
Jan 22, 2015
answer
10
Why can CDS indices be used as a bond market index?
May 19, 2015
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
30
Python Class "Constants" in Dataclasses
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
19
Is there a candlestick pattern that guarantees any kind of future profit?

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