Quantitative Finance
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Helin
  • Member for 9 years, 6 months
  • Last seen this week
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About

Jack of all trades, master of none.

Formerly: equity quant analytics, public market investments, strategic & tactical asset allocation, rates quant analytics, rates/derivatives strat & fintech.

Currently: systematic, fundamental macro, cross asset analytics & most importantly, dad of twins.

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Top posts
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All Questions Answers
Score Newest
answer
43
What is the Swap Curve?
Aug 30, 2014
answer
26
Formula for forward price of bond
Sep 9, 2016
answer
18
What are some of the best textbooks on Fixed Income securities?
Oct 18, 2017
answer
17
Deriving Interest Rates
Jun 17, 2014
answer
17
Why using the swap curve as riskfree rate and no longer gov bonds?
Jun 10, 2015
answer
16
Pricing Treasury futures
May 29, 2015
answer
16
Equivalent to Matlab's financial toolbox in python?
May 18, 2017
answer
13
Why do we discount in ois and not treasuries
May 12, 2017
answer
13
What is the difference between pull to par and roll down in both mathematics and conceptual?
Jan 23, 2017
answer
13
When Fed stops QE, Treasury Futures will go down in price, so... LEAP Puts are a good idea?
Aug 31, 2014
Top network posts
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8
member variable polymorphism & argument by reference
8
Swift Extension in a Framework
7
Boost.Python - undefined symbols error even though the lib files are linked
6
How to make positive reinforcement effective when the other parent does not adopt this approach?
5
Boost.Python - undefined symbols error even though the lib files are linked

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