Quantitative Finance
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Newquant's user avatar
Newquant
  • Member for 1 year, 7 months
  • Last seen this week
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All Questions Answers
Score Newest
answer
8
How can I measure returns such that the average is useful?
Jun 18, 2022
answer
5
Is variance swap long volatility of volatility?
Mar 1
answer
5
Optimal delta-hedging frequency when gamma scalping
Jun 7
answer
4
How does one show that the Sharpe Ratio is closely related to the t-statistic of the mean differential return?
Jul 7
answer
3
Optimal leverage for strategy with normal returns
Mar 6
answer
3
Why do ATM call options have a delta of slightly bigger than 0.5 and not 0.5 exactly?
Oct 5, 2022
answer
3
What is the reason for adding 0.5 variance when calculating the ATM DNS of an option?
Feb 21
question
2
Market making in linear products, analogous to a short straddle under simplifying assumptions?
Aug 8
answer
2
Using Daily or Annual Volatility to Price an Option
Mar 13
answer
2
Filtering options data
Jul 7

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