Quantitative Finance
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uday's user avatar
uday
  • Member for 10 years, 3 months
  • Last seen more than a week ago
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About

I develop & deploy automated investment trading strategies

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Top posts
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All Questions Answers
Score Newest
answer
13
Is R being replaced by Python at quant desks?
May 24, 2015
answer
9
How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
Oct 28, 2015
answer
7
What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
Apr 5, 2014
answer
5
Who trades exchange options in practice (Margrabe's formula)?
Dec 21, 2018
question
4
soft vs hard contraints in portfolio optimizations
Jul 28, 2015
question
3
optimization to maximize number of positive days
Sep 17, 2015
question
3
Where can I get alerts for future delisting?
Sep 28, 2015
answer
3
Backtesting Period
Mar 26, 2014
answer
3
Black-Scholes: Why the focus on volatility?
Dec 29, 2018
answer
3
Why is put-call parity defined differently by CME and Wikipedia?
Aug 14, 2019
Top network posts
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96
what are all the dtypes that pandas recognizes?
52
pandas equivalent of R's cbind (concatenate/stack vectors vertically)
31
equivalent of R's View for Python's pandas
29
rstudio - is it possible to run a code in the background
29
reading csv in Julia is slow compared to Python

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