sparkle
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16 answers
108 votes
14k views
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What concepts are the most dangerous ones in quantitative finance work?
5 answers
48 votes
9k views
50 bookmarks
How do I graphically represent the evolution of a covariance matrix over time?
12 answers
44 votes
29k views
45 bookmarks
Why does the minimum variance portfolio provide good returns?
2 answers
21 votes
7k views
20 bookmarks
Regime-Switching Model for detecting market shifts
12 answers
17 votes
159k views
15 bookmarks
How to calculate unsystematic risk?
2 answers
12 votes
3k views
7 bookmarks
Beta vs. Implied Volatility statistical arbitrage using options
1 answers
1 votes
2k views
1 bookmarks
Option Chain Implied Volatility Calculation
1 answers
1 votes
308 views
1 bookmarks
Optimal Financing Mix: Cost of Capital Approach
1 answers
-1 votes
208 views
1 bookmarks
Calculating the volatility for Black Scholes