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I would like to make a simple backtest for one of my short-selling strategies. I am using pandas dataframes.So I have a dataframe like the following, that indicates how...
Asked on 12/10/2021 by Alfonso_MA
1 answerI am wondering if there is any difference between 2 terms call model backtesting and model validation from the perspective of financial risk models like VaR. Could someone share some...
Asked on 12/10/2021
3 answerI found this code on plotly site, using CVXOPT to find the efficient frontier, and then, the optimal Portfolio.The optimal function isdef optimal_portfolio(returns): ...
Asked on 12/08/2021 by user1919071
1 answerI am working on a structured product where I am investing some percentage of invested amount in futures contract. I have created a bull put strategy and I will calculate...
Asked on 12/06/2021
1 answerI never have programmed before in my life but I wouldn't mind learning if I knewwhat i needed to do in order to solve my problem. I use neuroshell...
Asked on 12/02/2021 by user19145
0 answerI am trying to understand the difference between using Jump diffusion model and Neural Networks or more precisely LSTM to predict time series data regardless what that data contains for...
Asked on 12/02/2021
1 answerI analyzed the historic data of the SP500 and tried a trading simulation on it.I picked the best 20 companies from SP500 for one year according to their ROE...
Asked on 12/02/2021 by raphael_mav
1 answerI noticed when I regress the return of a portfolio on the Fama French 3 factor model that the value and the statistical significance of the coefficients vary when I...
Asked on 12/02/2021
2 answerI have a question regarding the calculation of the lot size for cfd and forex instruments when we have a risk amount as a percentage of the balance. So how...
Asked on 12/02/2021
0 answerWe use Algorithmics RiskWatch where portfolios are analyzed by VaR over scenarios. Can I say that they are predictions reports? or descriptions reports?...
Asked on 12/02/2021
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