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sparkle
  • Member for 8 years, 4 months
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111 votes
17 answers
15k views

What concepts are the most dangerous ones in quantitative finance work?

49 votes
5 answers
9k views

How do I graphically represent the evolution of a covariance matrix over time?

  • 13.1k
44 votes
12 answers
30k views

Why does the minimum variance portfolio provide good returns?

22 votes
2 answers
7k views

Regime-Switching Model for detecting market shifts

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16 votes
12 answers
162k views

How to calculate unsystematic risk?

  • 169
12 votes
2 answers
3k views

Beta vs. Implied Volatility statistical arbitrage using options

  • 2,046
1 vote
1 answer
2k views

Option Chain Implied Volatility Calculation

1 vote
1 answer
315 views

Optimal Financing Mix: Cost of Capital Approach

-1 votes
1 answer
215 views

Calculating the volatility for Black Scholes

  • 192