Badge

 Scholar Asked a question and accepted an answer.

This badge has been awarded 359 times. Recently awarded to:
jan 17 at 10:37
Reasonable Hull & White parameters — AdAbsurdum 38118
jan 15 at 22:54
How do we use option price models (like Black-Scholes Model) to make money in practice? — nkhuyu 2256
jan 15 at 12:44
How to determine the prices computationally? — hulik 2607
jan 8 at 5:09
Why is short term implied volatility typically higher? — lori 1303
jan 6 at 5:17
Early execise of American Call on Non-Dividend paying stock. — Prakhar Mehrotra 82
jan 2 at 13:38
Annualized Covariance — Fred 82
jan 1 at 19:28
Control for bid/ask bounce in high-frequency trade data? — Shane 5,09812444
dec 29 at 22:39
Determining portfolio risk return in R given historical data for individual holdings? — Sid 1387
dec 27 at 2:29
round price to tick size — Michael D 83
dec 25 at 19:13
How to interpret/use VaR and Standard Deviation? — gabriel 334
dec 25 at 15:48
How to attribute income that incurs a double liability in a P&L? — Shaul 1084
dec 20 at 13:29
What are the best Journals & Conferences in Quantitative Finance? — user815423426 1935
dec 20 at 13:29
Using the termstrc package in R — ProbablePattern 32915
dec 18 at 20:07
Target daily ROI for a market-making algorithm — wildbunny 112
dec 12 at 19:59
Probability of trade's exit orders being triggered in random-walk market — Marven 83
dec 11 at 17:01
hedging two bonds in different currencies with FX forward — user3378 373
dec 8 at 22:08
Calculating pre-tax cost of debt — Cooper Royce 31
dec 5 at 19:11
age-sensitive correlation measurements in finances — Marcos 1635
dec 4 at 9:50
What is the average stock price under the Bachelier model? — Prakhar Mehrotra 282
dec 1 at 10:04
Black-Scholes American Put Option — Lost1 1576
nov 30 at 17:39
Treasury Bond Yield Curves in R — natorro 84
nov 25 at 20:16
Is making a bid/ask offer a good way to lower the spreads? — Ralf 31
nov 22 at 9:09
How to simulate stock prices with a Geometric Brownian Motion? — user1690846 1196
nov 19 at 2:07
Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property — boulder_ruby 1144
nov 16 at 22:21
Missing factor in the factor model — Amir Yousefi 1308
nov 16 at 2:32
What kind of return can an average algorithmic trading firm achieve today? — user1748356 1113
nov 15 at 20:07
Why is the CAPM securities market line straight? — justin-- 2505
nov 14 at 16:06
Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? — Omar 334
nov 13 at 8:30
About Option Adjusted Spread, rate curves and bonds comparison — Lisa Ann 1467
nov 11 at 19:28
How to group mutual funds by volatility? — Tomás Ayala 132
nov 5 at 7:51
Why does $\hat{\epsilon}'\hat{\epsilon}$ of a factor model measure risk? — Jase 388111
nov 4 at 4:39
Show that convexity of call price as a function of the strike is violated [closed] — Alvin 14
oct 28 at 13:09
Sources of Machine Readable News — gamerx 1605
oct 25 at 18:38
Equity option portfolio greeks with underlying — strimp099 996210
oct 23 at 16:02
How to automate the margin requirements for Eurex markets? — Jim 1255
oct 15 at 14:51
What information do stock exchange colocated servers have access to? — randomblue 1195
oct 13 at 18:55
Why is the ratio of Hi-Low range to Open-Close range close to 2? — jla 533
oct 11 at 1:03
How do I model risks for specific short-term short calls in a portfolio with limited data? — user3079 183
oct 7 at 22:22
Running a simple alpha estimation test for statistical significance of a signal — Vazgen 1724
oct 7 at 21:37
In Yahoo! Finance, what determines the number of decimals for a stock/index quote? — Peteris 1133
oct 6 at 20:31
How to properly cross-validate when optimizing SVM classification? — Lee Schmidt 433
oct 6 at 14:05
Does Ito/Malliavin calculus have any applications helpful for direction based trading? — L1meta 153
oct 5 at 13:48
Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates? — ikh 2825
oct 3 at 12:52
Calculate the “ten year zero rate” given two bonds with two prices — Marie. P. 1654
sep 30 at 23:55
What are the advantages of knowing the bid and ask over the best bid and ask? — idealistikz 1133
sep 28 at 13:14
Fastest solver possible for portfolio optimization — ezbentley 1954
sep 28 at 9:44
Government bonds with negative yield — Julian Wergieluk 934
sep 26 at 3:47
Should I use SSAS to store Tick and bar data? — nunespascal 1213
sep 24 at 22:41
Trade Count Time Series — Konsta 32816
sep 21 at 15:04
Why does implied volatility show an inverse relation with strike price when examining option chains? — Arjen Kruithof 463413
sep 17 at 20:06
Aftcast Generation — user1234440 38019
sep 12 at 21:38
Why don't options traders use charts? Or do they? — ObscureRobot 1165
sep 11 at 21:42
Indexes/stocks with flat implied volatilities — vanna 1735
sep 5 at 9:35
Interpolating FX forward points — mpeac 705
sep 2 at 6:18
Equivalency of FX forwards and FX basis swaps for risk-management purposes — PBD10017 534
aug 31 at 13:47
Separated software and physical cash flows modelling and pricing to be used with negative interest rates? — user7056 939
aug 28 at 14:04
Equivalent (true) Martingale Measures and no-arbitrage conditions — Grzenio 22615
aug 24 at 13:31
Sufficient conditions for no static arbitrage — alang 184
aug 22 at 17:17
How to develop journeymanship and mastery in the field Quantitative Finance? — Matthew 1615
aug 20 at 13:06
Meta-view of different time-series similarity measures? — Jagra 2036
1 2 3 4 5 6