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Quantitative Finance

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Answer a question with score of 1 or more.
Awarded 3618 times.
Optimization of Take-Profit and Stop-Loss
Awarded Jul 15 at 10:47
Monte Carlo simulations with extremely high volatility
Awarded Jul 11 at 20:18
Does payment for order flow happen on non-OTC stock markets?
Awarded Jul 10 at 19:40
Intution behind buying the option when implied vol seems low
Awarded Jul 8 at 4:47
implementation of BAB strategy
Awarded Jul 7 at 6:32
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Awarded Jul 5 at 5:20
Calibrating CIR to bond prices
Awarded Jun 28 at 20:51
How to correctly postion size back adjusted 'continuous' data while back testing?
Awarded Jun 26 at 9:47
How to generate high dimensional Sobol sequences for practical use?
Awarded Jun 24 at 16:08
How market makers exit their position?
Awarded Jun 23 at 22:58
What are the most common methods to model fat tails in the changes of asset prices?
Awarded Jun 23 at 19:26
Geometric Brownian Motion as the limit of a Binomial Tree?
Awarded Jun 21 at 12:19
Finding Option Probability Density Using Local Volatility from Dupire Model
Awarded Jun 20 at 15:04
What is the difference between Brigo and Mercurio's book and Andersen and Piterbarg's book?
Awarded Jun 19 at 16:17
Alternative to tradertest.org for mental math practice
Awarded Jun 18 at 11:51
(post deleted or otherwise unavailable)
Awarded Jun 17 at 11:26
Unable to correctly implement the pricing of an American call with multiple discrete dividends using the Clenshaw-Curtis quadrature
Awarded Jun 16 at 14:32
Bank of England base rate feed
Awarded Jun 14 at 17:33
Interpolating a yield from two yields (giving more weight to one of the two)
Awarded Jun 12 at 2:25
Heston model characteristic function
Awarded Jun 10 at 15:50
Purpose of Vega Hedging
Awarded Jun 6 at 15:10
What is the risk-free rate of a precious metal, e.g. gold?
Awarded May 31 at 12:43
Option: link between Vega and Gamma
Awarded May 31 at 7:40
Why would you take a Loan when trying to Illustrate a Riskless Hedge?
Awarded May 28 at 18:47
Structure of market for equity swaps (breakable vs non-breakable)
Awarded May 27 at 8:04
If Kelly and tangent portfolios have the same weights, do they differ only empirically?
Awarded May 26 at 15:06
ETNs as bank funding
Awarded May 18 at 8:15
What is the proper way to derive risk definitions from utility functions?
Awarded May 14 at 6:56
Analyzing a trading algorithm
Awarded May 7 at 13:45
Interest Rate forward calculation
Awarded May 6 at 0:11
The economic interpretation of stochastic discount factor (SDF) loadings
Awarded May 5 at 14:40
How to prove that the return criteria for adding an investment A to an existing portfolio can be represented using Sharpe Ratio Approach
Awarded Apr 30 at 23:19
Optimal weights in portfolio after rebalancing
Awarded Apr 30 at 4:46
How do you interpret this data about corporate bonds?
Awarded Apr 29 at 1:25
Different notations for times variable in Haug's book
Awarded Apr 28 at 16:10
where can I get a list of all yahoo finance stocks symbols
Awarded Apr 26 at 9:16
How can there be Brownian motions under different measures?
Awarded Apr 18 at 0:58
Does AI-based trading assume efficient market hypothesis?
Awarded Apr 17 at 12:20
QuantLib-Python: Getting a list of all holidays between D1 & D2 with function "holidayList"
Awarded Apr 10 at 0:42
Adjusting for variance bias when using overlapping data
Awarded Apr 9 at 20:10
The bid-ask spread before transactions
Awarded Apr 9 at 8:41
Accrued interest calculation for floaters linked to O/N rates (such as SOFR)
Awarded Apr 8 at 12:05
How to calculate sigma in order to calculate delta?
Awarded Apr 3 at 15:42
Probability Puzzle from a Quant Interview
Awarded Apr 3 at 15:20
Market-Making stocks with random inventory exposure
Awarded Apr 1 at 1:30
Delta Hedging using another correlated asset
Awarded Mar 27 at 22:15
how to do interpolation in the term structure of volatility surface?
Awarded Mar 26 at 11:10
SABR applications once calibrated
Awarded Mar 22 at 7:55
Analyzing portfolio returns using Fama-French Factors
Awarded Mar 20 at 22:50
Up And Out, negative delta close to barrier
Awarded Mar 19 at 11:11
Sharpe ratio 1 and probability to lose money
Awarded Mar 14 at 17:56
non-Markovian/path-dependent optimal log utility and HJB-PDE
Awarded Mar 11 at 18:30
Interpreting tick by tick stock data
Awarded Mar 10 at 10:18
How calculate expectation and variation of stochastic integral Based on Heston model?
Awarded Mar 7 at 8:57
Link between Vega and Gamma
Awarded Mar 3 at 19:47
Forward Rate Volatility Calculation - Caps for Libor Market Model
Awarded Feb 29 at 18:26
How do you interpret the portfolio DV01?
Awarded Feb 28 at 16:48
Can someone please help me answer this question about Black-Scholes model? (risk-neutral & true probability of the call option)
Awarded Feb 28 at 11:00
Is it possible to create an API for trading completely from scratch
Awarded Feb 26 at 21:06
Infer implied volatility skew/smile from implied distribution
Awarded Feb 26 at 19:56
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