User meh - Quantitative Finance Stack Exchange

meh

Member for 10 years, 3 months
Last seen more than 4 years ago

Chicago, IL

14 Answers

Score Activity Newest

24 votes

What market making strategies are often used nowadays ？

answered Aug 3, 2015 at 22:30

5 votes

Accepted

U.S. Rate Hike Prediction

answered Aug 15, 2015 at 15:29

3 votes

Is this arbitrage?

answered Aug 7, 2014 at 22:53

3 votes

Applicability of PCA to get historical volatilities to calibrate interest rates trees

answered Jun 25, 2015 at 16:11

3 votes

Accepted

Garch models and assumption of stationarity ?

answered Jul 30, 2015 at 18:46

2 votes

what are the criteria to select pairs?

answered Aug 17, 2015 at 14:15

2 votes

Accepted

Drift irrelevance on high frequency data

answered Jun 22, 2016 at 16:28

2 votes

Accepted

What‘s the definition of static arbitrage?

answered Jul 27, 2015 at 14:07

2 votes

how to convert notional to nominal of bond future to ctd bond

answered Jul 29, 2015 at 19:27

1 vote

Forward parity in fixed income

answered Aug 6, 2015 at 18:25

1 vote

Accepted

Is it possible to calculate the call-put parity for an option's portfolio?

answered Oct 5, 2016 at 16:58

1 vote

need help with Donchian-channels function!

answered Aug 20, 2015 at 14:17

1 vote

Accepted

Force of Interest Compounding at Annual Rate i

answered Sep 1, 2015 at 16:02

0 votes

Does No arbitrage(NA) imply efficient markets (EMH)?

answered Aug 16, 2015 at 19:04