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Quantitative Finance

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Awarded 152 times.
Difference between the two Bloomberg codes
Awarded Apr 18 at 14:40
What is the implied volatility skew?
Awarded Oct 10, 2023 at 15:27
Explaining the Risk Neutral Measure
Awarded Jul 12, 2023 at 18:25
Implementing data-structures in a Limit order book
Awarded Apr 4, 2023 at 22:22
Is there a relationship between Risk Neutral Pricing framework and Nash Equilibria?
Awarded Nov 14, 2022 at 17:50
What are the best Journals & Conferences in Quantitative Finance?
Awarded Jul 27, 2022 at 14:08
What does the VIX formula measure and how does it work?
Awarded Jul 27, 2022 at 14:08
Why is the VIX futures market usually in a state of contango?
Awarded Jul 27, 2022 at 14:08
What is a martingale?
Awarded Jul 27, 2022 at 14:08
When does delta hedging result in more risk?
Awarded Jul 22, 2022 at 9:21
Volatility pumping in practice
Awarded Apr 14, 2022 at 13:03
How do I adjust a correlation matrix whose elements are generated from different market regimes?
Awarded Mar 26, 2022 at 3:25
Proof that you cannot beat a random walk
Awarded Mar 25, 2022 at 22:41
Quantitative Math required for Market-making?
Awarded Mar 6, 2022 at 19:57
Book on market microstructure
Awarded Feb 10, 2022 at 7:50
What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
Awarded Jan 16, 2022 at 13:17
What are the recent quantitative finance papers we should all read?
Awarded Aug 18, 2021 at 0:51
Worked examples of applying Ito's lemma
Awarded Jun 29, 2021 at 17:35
What is the necessary level of Econometrics-Know-How for a quant
Awarded May 31, 2021 at 19:25
Papers about backtesting option trading strategies
Awarded Apr 14, 2021 at 9:47
Why are there no papers about stock prediction with machine learning in leading financial journals?
Awarded Apr 7, 2021 at 9:55
Is the stock price process a martingale or a Markov process?
Awarded Apr 6, 2021 at 7:16
Difference between S&P 500 index and S&P 500 Total Return index?
Awarded Mar 25, 2021 at 8:40
Exercising an American call option early
Awarded Mar 2, 2021 at 10:15
Is there a standard model for market impact?
Awarded Feb 22, 2021 at 19:12
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Awarded Oct 19, 2020 at 5:55
Why is volatility mean-reverting?
Awarded Sep 28, 2020 at 3:43
How to forecast volatility using high-frequency data?
Awarded Sep 15, 2020 at 17:51
What are the best sources for equity quantitative research?
Awarded Aug 29, 2020 at 3:27
How to interpret the eigenmatrix from a Johansen cointegration test?
Awarded Aug 8, 2020 at 8:51
What are the quantitative finance papers that we should all have in our shelves?
Awarded Jun 25, 2020 at 9:10
What is the Swap Curve?
Awarded May 5, 2020 at 14:51
Applications of Fourier theory in trading
Awarded May 2, 2020 at 21:33
Should Sharpe ratio be computed using log returns or relative returns?
Awarded Jan 1, 2020 at 5:20
How are limit orders selected from the order book?
Awarded Nov 25, 2019 at 14:05
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Awarded Nov 3, 2019 at 23:10
Central Index Key (CIK) of all traded stocks
Awarded Oct 18, 2019 at 10:10
Probability of touching
Awarded Aug 28, 2019 at 19:00
Who has introduced the term 'vega' and why?
Awarded Aug 22, 2019 at 20:45
Integral of Brownian motion w.r.t. time
Awarded Aug 16, 2019 at 16:40
Performance of Open Source Time Series Database for Financial Market Data
Awarded Aug 10, 2019 at 4:10
How to simulate stock prices with a Geometric Brownian Motion?
Awarded Apr 2, 2019 at 2:40
how to derive yield curve from interest rate swap?
Awarded Apr 2, 2019 at 2:40
How do different methods and techniques used in pairs trading compare?
Awarded Apr 2, 2019 at 2:40
Why hold options when you can dynamically replicate their payoff?
Awarded Apr 2, 2019 at 2:40
Main backtesting & trading solutions: QuantFactory, Deltix, etc.
Awarded Apr 2, 2019 at 2:40
Is there any theoretical basis for pattern-recognition strategies?
Awarded Apr 2, 2019 at 2:40
Model Validation Criteria
Awarded Apr 2, 2019 at 2:40
Transformation from the Black-Scholes differential equation to the diffusion equation - and back
Awarded Apr 2, 2019 at 2:40
How are cryptography and speech recognition technology applied to forecasting financial markets?
Awarded Mar 5, 2019 at 12:45
What exactly is meant by "microstructure noise"?
Awarded Feb 24, 2019 at 10:20
Strictly local martingales: what is the intuition behind them?
Awarded Feb 10, 2019 at 20:25
What are the quantitative finance books that we should all have in our shelves?
Awarded Feb 2, 2019 at 22:00
How should I calculate the implied volatility of an American option in a real-time production environment?
Awarded Jan 30, 2019 at 3:00
How to quickly estimate a lower bound on correlation for a large number of stocks?
Awarded Jan 25, 2019 at 18:20
How are risk management practices applied to ML/AI-based automated trading systems
Awarded Jan 24, 2019 at 3:25
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Awarded Jan 24, 2019 at 3:25
Where to get long time historical intraday data?
Awarded Dec 22, 2018 at 23:35
What kind of basic framework or application do you use to run your trading algorithms?
Awarded Dec 12, 2018 at 3:15
What is the intuition behind cointegration?
Awarded Dec 9, 2018 at 7:35
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