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uday
  • Member for 10 years, 6 months
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13 votes

Is R being replaced by Python at quant desks?

9 votes
Accepted

How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?

7 votes

What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?

5 votes
Accepted

Who trades exchange options in practice (Margrabe's formula)?

3 votes

Black-Scholes: Why the focus on volatility?

3 votes
Accepted

Why is put-call parity defined differently by CME and Wikipedia?

3 votes

Why the expected return rate of a stock has nothing to do with its option price?

3 votes

Backtesting Period

2 votes

Divergent or Convergent Strategies? Which is the way to go?

1 vote

Controlling portfolio concentration

1 vote

Effects of Fund manager reputation, track record, and skill on funds returns and capital flows

1 vote

How would I exploit arbitrage if risk-neutral pricing doesn't hold? (Option Pricing)

1 vote

Are there methods of calculating Implied Volatility in the stock market, other than Black-Scholes?

0 votes

R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth)

0 votes

Are power contracts traded on any stock market?

0 votes

Harnessing small correlations for reliable profit