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helloimgeorgia
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2 votes
1 answer
367 views

Optimal delta-hedging frequency when gamma scalping

2 votes
1 answer
210 views

Options related factors forecasting cross section of returns

1 vote
0 answers
63 views

Robust estimates of variance covariance matrix

1 vote
2 answers
339 views

Expected slippage based on % of average daily trading volume

1 vote
0 answers
118 views

Minimizing variance of a long short equity portfolio in practice

1 vote
1 answer
2k views

Calculating skew for an options structure

0 votes
0 answers
55 views

Minimizing variance of market neutral portfolio given factor covariance matrix and stock return predictions

0 votes
0 answers
34 views

Calculating PIN or PIN-like factor without having intraday / tick data

-2 votes
1 answer
218 views

Industry best practice for minimizing tracking error [closed]