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Quantitative Finance
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Sane
  • Member for 2 years, 7 months
  • Last seen this week
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Top posts
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8
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Jul 4
3
Does AI-based trading assume efficient market hypothesis?
Apr 17
2
How do I understand and calculate daily log returns?
May 3
2
Market Making in practice
May 3
2
Does PCA for yield curve has any tangible value?
Apr 19
1
What are best models to predict mean-reverting processes?
Apr 24
1
Is it possible to discretize OU with a more general AR(p) / ARMA (p,q) models?
Apr 25
1
Is the "$\textit{theoretical}$" $DV01$ of a bond an accurate estimate?
Apr 30
1
Interpretation and intuition behind half-life of a mean reverting process
Jan 10
1
Why does AR(1) model with a small coefficient exhibit faster mean-reversion than one with a greater coefficient (when |$\beta$|<1)? [closed]
Feb 28
Top network posts
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20
Should I change my submitted recommendation letter due to the student's unethical behavior?
10
Interpretation of logistic regression coefficient
5
Does mean centering work only for normally distributed variables?