Quantitative Finance
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uday

I develop & deploy automated investment trading strategies

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  • Member for 7 years, 11 months
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13 Is R being replaced by Python at quant desks? May 24 '15
9 How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)? Oct 28 '15
7 What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab? Apr 5 '14
5 Who trades exchange options in practice (Margrabe's formula)? Dec 21 '18
4 soft vs hard contraints in portfolio optimizations Jul 28 '15
3 optimization to maximize number of positive days Sep 17 '15
3 Where can I get alerts for future delisting? Sep 28 '15
3 Backtesting Period Mar 26 '14
3 Why the expected return rate of a stock has nothing to do with its option price? Apr 29 '15
3 Why is put-call parity defined differently by CME and Wikipedia? Aug 14 '19
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