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name	pteetor
member for	10 years
seen	Oct 14 '10 at 16:38
website	quantdevel.com/public
location	Elgin, IL

Quantitative developer, writer, instructor, private trader, so-so musician

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Quantitative Finance

For finance professionals and academics

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Quantitative Finance: Is a call option on the DJIA index functionally equivalent to a portfolio of call options on the DJIA stocks?

Quantitative Finance: For a quick-and-dirty answer, can I approximate a swaption's value using a Black-Scholes model? How reasonable is the approximation?

Quantitative Finance: I read a lot about popular technical indicators, but is there any statistical evidence that they actually work? If so, which ones?

Quantitative Finance: If I am doing a pairs trade, what's the best way to calculate the hedge ratio between the two stocks?

Quantitative Finance: What impact will the new financial regulations have on hedge funds?

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