Quantitative Finance
Chris Taylor's user avatar
Chris Taylor's user avatar
Chris Taylor's user avatar
Chris Taylor
  • Member for 12 years, 4 months
  • Last seen this week
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About

I'm broadly interested in very applied math. I try to apply ideas from mathematics, statistics, machine learning, formal systems and computer science to solve real-world problems. Mostly in applied finance/quantitative trading, but in other areas if the mood takes me.

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Top posts
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All Questions Answers
Score Newest
answer
26
What mathematical theory is required for high frequency trading?
Jun 16, 2019
answer
25
Shape and geometry of the yield curve
Jan 29, 2017
answer
20
American Options relation between greeks
Jul 18, 2017
answer
16
Trading interview gambling question
Sep 22, 2017
answer
16
What is the difference between pull to par and roll down in both mathematics and conceptual?
Jan 23, 2017
answer
12
Reliability of CDS indices?
Jan 16, 2017
answer
11
Is short-gamma inherently a losing strategy?
Nov 22, 2018
answer
11
Would it be possible to combine long butterfly with long straddle, achieving profit no matter the outcome?
Dec 16, 2020
answer
10
Price of bond future, given a specific interest rate?
Feb 23, 2017
answer
9
What is the appropriate benchmark for a Long/Short VIX futures strategy?
Aug 21, 2019
Top network posts
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343
Abusing the algebra of algebraic data types - why does this work?
190
Shorthand way for assigning a single field in a record, while copying the rest of the fields?
136
How to play with Control.Monad.Writer in haskell?
116
Difference between print and putStrLn in Haskell
111
Expectation of the maximum of gaussian random variables

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