Simon's user avatar
Simon's user avatar
Simon's user avatar
Simon
  • Member for 9 years, 8 months
  • Last seen more than 5 years ago
7 votes
Accepted

Sharpe Ratio - my own calculation differs from Yahoo finance, Morningstar

7 votes

Which library shall I use for time series analysis in Java?

4 votes

Need help on cointegration

4 votes
Accepted

detecting and measuring lead lag effect

3 votes
Accepted

MPT and the connection to asset prices / initial capital

3 votes

Do hedge fund trading desks use portfolio optimization?

2 votes

Two assets with the same mean and standard deviation - Would there be any benefit?

1 vote

Capital Allocation for Portfolio of Multi-Strategy and Multi-Instrument

1 vote

economic facts that causes the financial time series to be heavy tailed

1 vote
Accepted

Future spot price versus current forward price

1 vote
Accepted

why people want to get a continuous time series from futures data?

1 vote

Volatility of a rolling window strategy

0 votes
Accepted

What is the required Risk/ Reward ratio in Forex?

0 votes

Beta of FTSE100 stocks against benchmark index FTSE100