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Quantitative Finance
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Vitomir
  • Member for 5 years, 4 months
  • Last seen more than 1 year ago
  • Frankfurt, Germany
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Multi-Asset Portfolio Manager

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5
What are the best free software for backtesting?
Sep 20, 2019
4
How frequently is local volatility calibrated to implied vol surface, in practice?
Jun 17, 2019
3
Predicting natural gas prices using weather data
Feb 2, 2020
3
References for deep understanding of correlation matrices
Sep 13, 2020
3
What is a good reason to accumulate a stock that is going to be delisted?
Aug 14, 2019
3
How does duplicate data affect backtesting?
Aug 19, 2019
2
Backtesting with Stock Indices, how does one deal with it?
Jul 11, 2019
2
How to reduce a covariance matrix after clustering?
Mar 4, 2021
2
Statistical methodology for proving the stability in time of asset allocation weights
May 4, 2021
2
Sampling from an empirical distribution
Mar 24, 2020