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www.quantstart.com | ||
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reasonabledeviations.com
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| | | | | Academic blog about quantitative finance, programming, maths. | |
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www.home.saxo
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| | | | | Tail-hedging strategies such as put options and long VIX futures are typically negative carry trades which make them difficult to incorporate in portfolios. We propose a novel approach using publicly listed market makers to tail-hedging portfolios. | |
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jonathankinlay.com
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| | | | | Discusses the use of stochastic process control framework to evaluate strategy performance | |
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www.sbrebrown.com
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