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4h ago
LIBOR Rates available in CSV, XML etc — marchaos 1082
17h ago
IB TWS & API, without IB account? — Clark 31
23h ago
Are there any good benchmarks for performance of vanilla option pricing code? — BD at Rivenhill 1133
1d ago
How is the dividend payment calculated when an asset is disposed on the ex date? — Mick 1033
may 21 at 5:58
help me compare methods to compute one instrument price from another instrument price — javapowered 23418
may 17 at 13:34
pricing of heat rate-linked derivative — yita17 232
may 17 at 6:31
Covariance of brownian motion and its time average — zebullon 233
may 15 at 12:38
Compute a time series of daily volatilities in R [closed] — maximus_m 872
may 11 at 4:04
backtesting options strategies in R — Alex 1134
may 9 at 15:48
Forecasting using rugarch package — Stat Tistician 18
may 9 at 9:26
Foward-start option pricing — Paul 2145
apr 29 at 21:02
How to calculate unlevered beta — Ben 1013
apr 26 at 12:21
Call option arbitrage opportunity — user72180 234
apr 25 at 14:35
Comparison of Brownian Motion Expected Drawdown and simulated results — ManInMoon 1243
apr 24 at 20:58
Trading days or calendar days for Black-Scholes parameters? — bubbly 252
apr 24 at 14:57
What is the difference between convertible bond and bond with warrant? — Michael Johansen 182
apr 24 at 7:14
In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? — Eric Emer 232
apr 23 at 19:26
How is historical data for forex collected or computed? — acheong87 21514
apr 23 at 8:12
Auto-correlation of GBM — RRG 183
apr 19 at 17:04
Can Central Index Keys (CIKs) issued by the SEC be reassigned? — Till Hoffmann 1263
apr 19 at 12:29
Can end-to-day trading be profitable? If not, why? [closed] — JohnAndrews 14917
apr 18 at 22:32
Calculating spot rate of interest — neverloggedin 111
apr 17 at 17:43
Usage of Random forests in Quantitative analysis of stocks — user793468 1213
apr 17 at 11:13
How are option expiration dates decided? — user1106278 132
apr 15 at 21:07
How do you know if if an option is priced correctly? — April Crenshaw 183
apr 10 at 14:47
How to deal with different amount of td's in computing Sharpe Ratio — Gekke Henkie 274
apr 10 at 7:30
Software for backtesting outside strategies (CSV transaction upload) — dordal 183
apr 9 at 9:47
Mapping symbols between tickers, Reuters RICs and Bloomberg tickers — Datageek 1485
apr 5 at 18:20
Using variance ratios to test for mean reversion — wcampbell 1285
apr 2 at 15:57
Data Synchronization — lmorin 1937
mar 29 at 2:07
YTM and current yield — Ong Junjie 182
mar 27 at 14:27
What is the meaning of the discounted process defined from the interest rate process? — Ethan 1063
mar 25 at 16:12
Hedging with actual volatility: problem understanding the math behind the result — user1627466 334
mar 17 at 7:49
Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing? — bytefire 1304
mar 14 at 15:47
How to distinguish between different types of algorithmic trading — lodhb 616
mar 12 at 17:22
Pairs trade CDS contracts using cointegration — Benjamin Kjellson 184
mar 11 at 4:13
What is the proper way to calculate returns for Pair Trading? — Akavall 25315
mar 11 at 2:03
Can a long put trade be profitable through Vega even if the underlying moves upwards? — jessica 1616
mar 4 at 18:38
How can I evaluate how poor a fit a parametric VaR result would be for a given holding? — marfarma 1265
mar 3 at 16:16
volatility Table and BS formula — restart.localhost.localdomain 32127
mar 2 at 11:16
Fastest news feed APIs targeting high frequency trading? — Matt Wolf 5,8031316
feb 19 at 1:29
Recover full tick data from missing tick data — wonghang 283
feb 17 at 13:59
Is there an Australian Interbank Rate? — bonCodigo 1548
feb 14 at 14:25
Multiple Discrete Dividends — user4786 132
feb 13 at 4:44
Why do we use GARCH(1,1) to predict volatility? — Wang Weinan 384
feb 6 at 9:01
time in time series database - UTC or local — thomas - discretelogics 1585
feb 5 at 15:24
Intangible assets as underlying for Futures contracts — gekkostate 1063
feb 5 at 14:34
Daily returns using adjusted close — Marcus 1234
feb 5 at 12:04
Position management and market-making techniques — Serg 1965
feb 3 at 21:29
What do eigenvalues/eigenvectors of the yield/forward rates covariance matrices mean? — Louise 964
feb 1 at 21:12
How to calculate implied volatility and greeks in Bull Put Spread option strategy? — Vtech 283
feb 1 at 2:03
What is the industry standard Quant Finance modeling library for F# — Nikos 1304
jan 30 at 12:37
What should be considered when selecting a windowing function when smoothing a time series? — babelproofreader 1,07728
jan 29 at 11:30
Resequencing of MsgSeqNum in FIX 4.2 — Taimoor Choudhary 513
jan 28 at 13:39
Simulation of GBM — gu7z 504
jan 24 at 9:53
Robust-Bayesian optimization in Markowitz framework — Geraldine Bailey 703
jan 23 at 21:28
Value options when the currency’s risk free rate is negative? — Eli 1166
jan 22 at 15:01
How to create charts in WPF finance applications? — Rajesh Patil 332
jan 22 at 14:26
What's the algorithm behind Excel's ACCRINT? — ismael 1185
jan 20 at 12:29
Delta of a Down and Out Call — rexcel 82
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