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Quantitative Finance
André Bittencourt's user avatar
André Bittencourt's user avatar
André Bittencourt's user avatar
André Bittencourt
  • Member for 3 years, 4 months
  • Last seen more than a month ago
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4
Sample Variance of Portfolio
Nov 19, 2021
answer
1
Aggregating greeks to portfolio level
Nov 27, 2021
question
1
Triangular Arbitrage In FX Volatility
Nov 18, 2021
question
1
Simultaneous Stochastic Differential Equations
Feb 3, 2022
answer
1
Delta hedging when volatility is stochastic
Jul 23, 2022
answer
1
Could banks move to continuous (rather than overnight) funding?
Jul 23, 2022
answer
1
Are there open source or academic-only limit order book data sets available?
Jul 23, 2022
answer
0
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jul 23, 2022
answer
0
Portfolio construction for almost identical assets
Nov 14, 2022
answer
0
Why not calculate Kelly using semivariance? As w Sortino
Nov 18, 2022