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Quantitative Finance
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JoshK
  • Member for 8 years, 3 months
  • Last seen more than a month ago
  • NYC, NY, United States
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About

I've worked in finance and quantitative trading for more than 20 years. My background is mostly C++/derivatives

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Top posts
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7
Delta One Trading business
Oct 28, 2018
6
How to compute the yield on the Ultra-Bond Treasury Futures
May 29, 2016
6
Overnight Index Swaps (OIS) vs. Fed Funds Futures
Nov 29, 2019
5
What does 5 year OIS actually mean?
Sep 3, 2019
5
Cost of rolling futures contracts
Mar 30, 2016
4
What are modern algorithms for trade classification?
May 8, 2016
4
Should there be a relation between stocks when used as input data for integrating Technical Analysis with Machine Learning?
Oct 28, 2018
4
Bond ETF vs Bond Future for longer term holding
Jan 24, 2019
4
How does the securities lending market work?
Sep 8, 2019
4
Calculating Cross Currency basis swaps
Sep 10, 2019
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8
Strange error in tableplot (Error in dim(values)...)