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Quantitative Finance
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SRKX
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Senior Portfolio Manager in a Private Bank

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Top posts
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34
What is the difference between Option Adjusted Spread (OAS) and Z-spread?
Apr 22, 2012
32
How do you mix quantitative asset allocation with qualitative views?
Jan 3, 2012
31
How to simulate stock prices with a Geometric Brownian Motion?
Nov 22, 2012
22
How to construct a Risk-Parity portfolio?
Mar 23, 2012
21
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Apr 18, 2011
20
What is Ito's lemma used for in quantitative finance?
Jun 22, 2011
19
Is the stock price process a martingale or a Markov process?
Sep 12, 2011
19
Why is the Drawdown measure not used for portfolio optimization?
Jul 6, 2012
18
Formal proof for risk-neutral pricing formula
Apr 14, 2011
15
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Jun 12, 2012
Top Meta posts
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Congratulations, Quantitative Finance is graduated!
11
2017 Moderator Election Q&A - Questionnaire
8
How long should the "beta" tag remain?
8
Shall we enable syntax highlighting?
7
Are CFA questions on topic?
Top network posts
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182
How to make a single word look as some code?
34
Use of NotImplementedException
22
How can I properly compare double values for equality in a unit test?
21
Equivalent of Scala "case class" in F#
20
Producing different versions of a document