User JoshK - Quantitative Finance Stack Exchange

7 votes

Delta One Trading business

answered Oct 28, 2018 at 4:03

6 votes

Accepted

How to compute the yield on the Ultra-Bond Treasury Futures

answered May 29, 2016 at 15:32

6 votes

Accepted

Overnight Index Swaps (OIS) vs. Fed Funds Futures

answered Nov 29, 2019 at 2:28

5 votes

Accepted

What does 5 year OIS actually mean?

answered Sep 3, 2019 at 21:40

5 votes

Cost of rolling futures contracts

answered Mar 30, 2016 at 15:51

4 votes

What are modern algorithms for trade classification?

answered May 8, 2016 at 18:52

4 votes

Accepted

Should there be a relation between stocks when used as input data for integrating Technical Analysis with Machine Learning?

answered Oct 28, 2018 at 4:29

4 votes

Bond ETF vs Bond Future for longer term holding

answered Jan 24, 2019 at 4:00

4 votes

Fastest way to calculate YTM from bond price

answered Aug 30, 2019 at 18:41

4 votes

How does the securities lending market work?

answered Sep 8, 2019 at 2:12

4 votes

Calculating Cross Currency basis swaps

answered Sep 10, 2019 at 15:34

4 votes

Why there is no Bid Ask Spread in Futures Markets?

answered Sep 16, 2020 at 17:46

4 votes

Why repo rate above federal funds rate while appears less credit risk

answered Sep 22, 2019 at 2:28

4 votes

Why do Binary Options have a bad reputation?

answered Feb 3, 2021 at 13:18

4 votes

Accepted

What's the best way to determine if trade was buyer (seller) initiated, having access to bid/ask/last quotes?

answered Oct 31, 2021 at 23:10

3 votes

Accepted

Is it wiser to hedge downside risk with put options on an ETF, or Leveraged ETF, of the same index?

answered Nov 3, 2021 at 12:48

3 votes

Why do we have daily series of T-bill yields?

answered Nov 9, 2021 at 20:07

3 votes

Accepted

Order Book during trade halts

answered Aug 21, 2022 at 15:49

3 votes

Difference between IOC and FOK orders

answered Feb 3, 2021 at 17:21

3 votes

Why do banks have capital requirements on deposits?

answered Feb 4, 2021 at 14:57

3 votes

Accepted

SX5E option hedge

answered Apr 14, 2021 at 14:42

3 votes

The exact mechanics of USD OIS Swaps: SOFR, EFFR & Libor cessation

answered Sep 30, 2020 at 20:05

3 votes

SEC Rule 611 Trade Through (OHLC Data Distortions) - with visual example

answered Oct 15, 2020 at 3:28

3 votes

Accepted

What order safeties are there?

answered Oct 15, 2020 at 17:48

3 votes

Why does black scholes model give lower prices for puts with further time to expiry?

answered Sep 10, 2020 at 3:37

3 votes

Why is PCA/ML not used frequently in trading?

answered Sep 8, 2020 at 3:29

3 votes

Accepted

What is the difference between a cleared interest rate swap and a OTC interest rate swap with collateral in theory

answered Sep 13, 2019 at 1:45

3 votes

Accepted

Arbitrage on Libor and swap market

answered Jan 2, 2020 at 13:27

3 votes

Accepted

TED Spread Replacement?

answered Jan 2, 2020 at 23:11

3 votes

Accepted

How do the following aspects lead to U.S. Repo shortfalls

answered Sep 19, 2019 at 22:37

Stack Exchange Network

100 Answers

Delta One Trading business

How to compute the yield on the Ultra-Bond Treasury Futures

Overnight Index Swaps (OIS) vs. Fed Funds Futures

What does 5 year OIS actually mean?

Cost of rolling futures contracts

What are modern algorithms for trade classification?

Should there be a relation between stocks when used as input data for integrating Technical Analysis with Machine Learning?

Bond ETF vs Bond Future for longer term holding

Fastest way to calculate YTM from bond price

How does the securities lending market work?

Calculating Cross Currency basis swaps

Why there is no Bid Ask Spread in Futures Markets?

Why repo rate above federal funds rate while appears less credit risk

Why do Binary Options have a bad reputation?

What's the best way to determine if trade was buyer (seller) initiated, having access to bid/ask/last quotes?

Is it wiser to hedge downside risk with put options on an ETF, or Leveraged ETF, of the same index?

Why do we have daily series of T-bill yields?

Order Book during trade halts

Difference between IOC and FOK orders

Why do banks have capital requirements on deposits?

SX5E option hedge

The exact mechanics of USD OIS Swaps: SOFR, EFFR & Libor cessation

SEC Rule 611 Trade Through (OHLC Data Distortions) - with visual example

What order safeties are there?

Why does black scholes model give lower prices for puts with further time to expiry?

Why is PCA/ML not used frequently in trading?

What is the difference between a cleared interest rate swap and a OTC interest rate swap with collateral in theory

Arbitrage on Libor and swap market

TED Spread Replacement?

How do the following aspects lead to U.S. Repo shortfalls