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rhaskett's user avatar
rhaskett's user avatar
rhaskett's user avatar
rhaskett
  • Member for 10 years, 9 months
  • Last seen more than a month ago
  • San Francisco, United States
23 votes

Is R being replaced by Python at quant desks?

11 votes

What does it mean to be "long or short in volatility"?

11 votes
Accepted

Volatility skew and how to capture it?

10 votes
Accepted

Why can CDS indices be used as a bond market index?

5 votes
Accepted

float64 to store price data: is precision sufficient?

3 votes
Accepted

How to calculate the Sharpe ratio for market neutral strategies?

3 votes
Accepted

Why does the credit exposure of a forward increase with time

3 votes

Interpretation of PCA for commodity futures

2 votes
Accepted

Questions related to Sharpe's return-based style analysis

2 votes
Accepted

When to adjust portfolio weights?

2 votes
Accepted

formulating MVO with costs

2 votes

Market Timing Performance for a single stock

2 votes
Accepted

Factoring risk premium in to Forward Rate calculation

1 vote

How to calculate the volatility matrix with multiple stocks

1 vote

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

1 vote
Accepted

Robust Returns-Based Style Analysis

1 vote
Accepted

Can the Minimum Variance Hedge ratio be greater than 1?

0 votes

Is the CAPM beta equivalent to the coefficient estimate of an OLS regression?

0 votes

Option pricing ? Where to get the dividend yield from?

0 votes
Accepted

Comparing the return of different roll strategies