Quantitative Finance
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feetwet

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  • Member for 5 years, 6 months
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  • Last seen Oct 2 at 19:10

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Top posts (4) All Questions Answers | Votes Newest

3 How do I calculate Sharpe ratio from P&L? Jul 8 '14
2 Why might these options price so far from the square-root of duration? Aug 29
1 Why might these options price so far from the square-root of duration? Oct 1
-1 Sharpe ratio in days with no open positions Jul 15 '14

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