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This badge has been awarded 362 times. Recently awarded to:
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
aug 17 at 12:54
How to annualize skewness and kurtosis based on daily returns — Stephan 182
aug 14 at 23:36
T-note returns from T-note yields … derivation of Damodaran's formula — MikeRand 22317
aug 8 at 22:18
How credible is Knight pointing the finger at Rule 107C? — jeff m 42810
aug 6 at 14:50
Risk Decomposition of Index linked Bonds — Rainer 334
aug 6 at 14:20
Reference request: Survey article on GPU in Finance — Nicolas Essis-Breton 1686
aug 3 at 2:04
Risk Neutral Probability and invariant measure — Jeff 82
jul 20 at 19:58
Risk-Parity Portfolio Optimization using Extreme Optimization in C# — Eduardo Sahione 363
jul 18 at 14:52
Why does Skew measure remain more-or-less constant for Listed Expiries? — Neerav 184
jul 12 at 8:19
How do I model GARCH(1,1) volatility for historical indexes in Matlab? — cmdel 133
jul 10 at 20:27
What is an efficient data structure to model order book? — Sam Hayen 462
jul 7 at 20:00
Calculating portfolio allocation beta with different asset classes? — 4thSpace 1104
jun 29 at 16:45
What does “Exotics Trade Capture” mean — Jarrod Roberson 1074
jun 28 '12 at 12:25
How does Cornish-Fisher VaR (aka modified VaR) scale with time? — Richard 1,344113
jun 28 '12 at 1:29
Reseach on when people/institutions sell? — Rage With The Machine 823
jun 26 '12 at 16:24
Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex — speciman 1364
jun 25 '12 at 18:53
What is a real world example of negative forward interest rate? — AD. 1314
jun 21 '12 at 19:52
Bootstrapping spot rates from treasury yield curve — qfin_newguy 654
jun 21 '12 at 14:36
Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling? — ladz 465
jun 20 '12 at 19:26
Is a linear combination of GARCH processes also a GARCH process? — Qbik 35018
jun 5 '12 at 15:59
How to account for transaction costs in a simulated market environment? — Stian 656
may 30 '12 at 19:11
Is the risk-free rate really limited by inflation? — Phil H 76829
may 28 '12 at 19:01
Econometric vs ANN models for forecast? — DBS 133
may 26 '12 at 18:35
How to calculate the weight of the stocks using the linear regression? — Dail 20419
may 25 '12 at 5:49
How to interpret results of Johansen Test? — techpaisa 1314
may 22 '12 at 2:13
What are the effects of turning a backed currency into a fiat currency? — David Perry 1855
may 20 '12 at 20:51
HFT - How to define and measure latency? — SmoothCriminel 423
may 19 '12 at 21:36
How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends? — John Tyree 385
may 16 '12 at 14:29
How to build a mean reverting basket? — Victor P 354110
may 14 '12 at 21:33
Is there a closed-form solution for the partial autocorrelation function of a Markov regime-switching process? — John 1,626312
may 14 '12 at 14:33
Function that best describes intensity of human/(group of humans) emotions? — enedene 1354
may 10 '12 at 23:26
Tests that any system must pass to be taken seriously — classifire 11615
may 8 '12 at 23:00
Where to find introductory material on leveraged loans? — SQLCurious 1143
may 5 '12 at 10:36
MPT: Adding constraint on minimum asset weight — rodion 1184
may 3 '12 at 16:45
How do brokers charge for locates? — windfinder 1234
may 3 '12 at 7:10
(post deleted or otherwise unavailable) — David 1013
may 2 '12 at 20:40
How reliable is Benford's Law in forecasting crises? — BlackJack 215126
may 1 '12 at 20:25
(post deleted or otherwise unavailable) — JoeHobbit 1032
apr 28 '12 at 17:18
Why is an inverted yield curve a problem? — Aarthi 21817
apr 24 '12 at 21:11
What precision do I need to calculate implied volatility? — Mário Marinato 132
apr 21 '12 at 18:50
Deriving spot rates from treasury yield curve — Antoine Latter 1184
apr 20 '12 at 11:24
Do I need a copula to accurately estimate the VaR of a portfolio of risky assets? — user2303 1075
apr 13 '12 at 18:28
Parameter estimation using martingale measures - include real world data? — user13655 183
apr 11 '12 at 16:52
calculating arbitrage-free ranges based off outright, spread, and fly prices — hda2522 382
apr 11 '12 at 6:57
A few questions about signs of the Greek letters — Eric 284
apr 9 '12 at 14:22
Do weights from portfolio theory contain bias? — L1meta 603
apr 6 '12 at 15:10
Means of inferring trading algorithms from competition trade data — Dmitri Nesteruk 822111
apr 2 '12 at 22:48
Inferring highest bid and lowest ask from forex trade data — Matt Bell 834
mar 23 '12 at 7:08
RMT (Random Matrix Theory) issue with callibrating MP distribution - — nxstock-trader 41129
mar 22 '12 at 18:18
Appropriate measure of Volatility for economic returns from an asset? — S_H 46548
mar 22 '12 at 5:18
Kalman Filter Vs Hough Transform — pyCthon 451314
mar 22 '12 at 1:58
a simpler test for normality given skewness, kurtosis and autocorrelation and size of time series — user236215 1482
mar 20 '12 at 12:37
How to think about pricing this weather call option — PatternMatching 234
mar 17 '12 at 12:07
Assumptions based on non-martingale? — athos 33216
mar 16 '12 at 5:52
How do I check whether OAS value is correct? — AksharRoop 1032
mar 13 '12 at 23:47
Limit order book size — Jonathan Evans 1447
mar 10 '12 at 16:41
CAPM - Beta of zero and its implications on diversification — raoulcousins 1334
mar 10 '12 at 14:45
How to use volatility to assess the accuracy of a stock market model? — Thomas King 184
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