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Marco Breitig
  • Member for 8 years, 5 months
  • Last seen more than a month ago
  • Zürich, Switzerland
8 votes

Calculate correlation between two sub portfolios and the combined portfolio

7 votes

Are the sin, cos, tan functions used in some financial calculations?

5 votes

Are there any tools or useful algos for identifying corner portfolios?

3 votes

Black-Litterman: Why should the views be independent of each other?

2 votes
Accepted

Is there an easily implementable alternative to lognormal growth (something with fatter tails)?

2 votes

Making portfolios better than others for a 16 week portfolio game?

1 vote

Difference betweem martingale property and adapted filteration

1 vote

How to treat large (5K-10K) non-positive-definite (particularly near-singular) covariance matrices for Cholesky decomposition?

1 vote
Accepted

How to reason about leverage in terms of elasticity

1 vote

Conditional expectation of a non stochastic process

1 vote

CAC40 components historical data

0 votes

What does "true"volatility mean in volatility comparison?

-1 votes

How to model hedge fund returns?