Skip to main content
Quantitative Finance

Popular Question

 Popular Question
Question with 1,000 views. This badge can be awarded multiple times.
Awarded 5332 times.
Interpolating on the BS parameters and injecting in the BS formula vs interpolating directly on option prices
Awarded 7 hours ago
How to make a trading universe of liquid futures contracts
Awarded 11 hours ago
How does a stock becoming hard to borrow affect puts and calls?
Awarded 20 hours ago
What is the industry standard pricing model for CME-traded Eurodollar future (American) options?
Awarded yesterday
Correlation Spot Vol - when is it important?
Awarded yesterday
The optimization problem of the equal risk contribution portfolio
Awarded 2 days ago
Managing/Hedging strangle with futures at strike prices
Awarded 2 days ago
Pricing caps/floors on backward-looking USD SOFR with forward-looking LIBOR model
Awarded 2 days ago
Intuitive explanation of put option pricing based on put-call parity
Awarded 2 days ago
Are Vega-Vanna-Volga methods/models also used in equity derivatives? Or only in FX? Why?
Awarded 2 days ago
Is LEI and Bloomberg Ticker one to one mapping. How about LEI, Bloomberg Ticker, Bloomberg ID, ISIN and CUSIP?
Awarded 2 days ago
Correlation Gold and SPX in BBG
Awarded Jul 17 at 7:03
Can an IRS have a different payment calendar by leg?
Awarded Jul 16 at 18:05
How should I interpret the (insignificant) coefficients of Fama-French 3-factor model?
Awarded Jul 16 at 17:50
Attribute P&L to PCA vectors (swaps)
Awarded Jul 16 at 16:57
CURRENCY ADJUSTED RETURNS: How to adjust stock returns in foreign currency (e.g., EUR) to local currency (USD)?
Awarded Jul 16 at 10:02
Calibrating Vasicek model for historical data
Awarded Jul 15 at 15:06
Why the 3M Zero Rate is not equal to the 3M Cash Rate? On Bloomberg yield curve bootstrapping
Awarded Jul 15 at 10:57
Finance: Portfolio - Long Short Portfolio construction
Awarded Jul 14 at 21:02
Order book depth views preferences: order-by-order vs. total aggregated volume by price levels
Awarded Jul 13 at 19:10
Reference material (EV/ betting game questions) for Quant Hedge Funds Interviews [closed]
Awarded Jul 13 at 10:41
Should a high-frequency market-making fair value be a point or bid/offer pair?
Awarded Jul 13 at 10:17
Old codes for Companies (CUSIP/ISIN/SEDOL)
Awarded Jul 12 at 6:47
Average drawdown and average drawdown length in Python
Awarded Jul 11 at 19:35
Does anyone have a C# implementation of the Barone Adesi Whaley options pricing model?
Awarded Jul 10 at 22:42
Discount factor in Hull-White model
Awarded Jul 10 at 20:15
How to build an FX curve?
Awarded Jul 10 at 2:27
Where can I download a list of all stocks traded on NYSE, AMEX, NASDAQ that includes dividend and dividend yield information [duplicate]
Awarded Jul 9 at 20:42
Making a beeline to statistical arbitrage
Awarded Jul 8 at 22:25
Rank Correlation Based Prediction
Awarded Jul 8 at 8:31
Price of Call Option with or without jumps
Awarded Jul 7 at 14:50
Hedging strategy for American Option
Awarded Jul 7 at 11:24
Implied volatility quote vs. Price quote
Awarded Jul 6 at 13:31
Covariance Shrinkage - Am I getting the right variances?
Awarded Jul 6 at 4:07
Getting incorrect options data with IB API. Missing real time market data subscription?
Awarded Jul 5 at 18:05
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Awarded Jul 5 at 11:36
Fama/Macbeth Regression - negative estimate for market premium
Awarded Jul 4 at 14:04
Attributing the change in NII to Shift, Twist and Butterfly
Awarded Jul 3 at 19:05
Post Trade Analysis for Option MMs
Awarded Jul 3 at 15:46
Calculating realized volatility of high-frequency data
Awarded Jul 3 at 11:01
Pricing an open repurchase agreement
Awarded Jul 3 at 9:28
What is factor timing?
Awarded Jul 2 at 17:31
Pairs trading - is regression done on log prices or log returns?
Awarded Jul 1 at 18:33
Why is the hedging cost using forwards $\frac{F-S}{S}$ and how is this related to Carry?
Awarded Jul 1 at 6:17
Switch and wildcard option in WN
Awarded Jun 29 at 11:32
The Dog That Did Not Bark?
Awarded Jun 29 at 5:36
Momentum strategy cumulation of K-monthly returns over multiple months [duplicate]
Awarded Jun 28 at 19:08
Options market making process (step-by-step)
Awarded Jun 28 at 11:04
Why are my Neural Network predictions “correct”, but offset from true value? Not using any past lagged values
Awarded Jun 27 at 22:06
How to simulate Levy processes
Awarded Jun 27 at 7:03
How does $(d_2/\sigma) = (1-d_1)$ while deriving the Vanna Formula from BSM? [closed]
Awarded Jun 27 at 0:50
Calculating ex ante returns & probability of a negative return over some horizon
Awarded Jun 27 at 0:18
Quantlib SOFR swap repricing across 2 different dates
Awarded Jun 26 at 7:27
Trying to check this 1Y1Y forward treasuries calculation
Awarded Jun 26 at 6:22
Illustrating the change of measure in Black-Scholes-Merton
Awarded Jun 25 at 20:25
Simulation of Heston model, best reference?
Awarded Jun 25 at 3:47
What's the connection between implied vol curve of SPX and SPY?
Awarded Jun 24 at 21:20
Mathematical solution to return decay of daily leveraged products (leveraged ETFs)
Awarded Jun 24 at 18:27
Marginal Risk Contribution under Factor structure
Awarded Jun 24 at 16:15
Why does the EUR/USD exchange rate is in fact USD/EUR from a mathematical point of view? Why finance does not use the mathematical notation?
Awarded Jun 24 at 12:57
1
2 3 4 5
…
89