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feb 27 '12 at 16:00
What is the expected return I should use for the momentum strategy in MV optimization framework? — Jason 535
feb 23 '12 at 23:09
Is duration additive? $C_{newDur}=A_{fundDur}w_{a} + B_{fundDur}w_{b}$? — hhh 32017
feb 14 '12 at 2:13
Can I perform an asset allocation optimization if assets are perfectly uncorrelated? — David 132
feb 12 '12 at 22:46
Estimation of Geometric Brownian Motion drift — Juergen 534
feb 12 '12 at 16:16
How to annualize intra-day volatility on minute data? — Suminda Sirinath Salpitikorala 36919
feb 10 '12 at 18:42
How to calculate cumulative loss from two factors that have negative correlation? — Arthur Tarasov 132
feb 9 '12 at 13:31
Is Walk Forward Analysis a good method to estimate the edge of a trading system? — Juan M. Almodóvar 16315
feb 7 '12 at 2:21
What causes the call and put volatility surface to differ? — Jeffrey 333
feb 6 '12 at 20:25
What is a “coherent” risk measure? — Dimitris 432310
feb 3 '12 at 12:58
What is a good topic on financial time series analysis for master thesis? — Alexey Kalmykov 1,741417
feb 1 '12 at 15:17
R: How feasible is it to store — and work with — tick data in a database connected to R? — n.e.w 24227
jan 30 '12 at 13:32
How to obtain true probabilities from Black-Scholes? — Sergei 382
jan 30 '12 at 8:50
How does pair trading work? — Neil McGuigan 277211
jan 30 '12 at 1:34
Has spectrum analysis ever been used successfully to analyse historical price data? — alan2here 1585
jan 27 '12 at 14:57
From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size? — Palace Chan 41517
jan 22 '12 at 17:29
How to use macroeconomic indicators for long/short trading strategies? — Mindstorm 733
jan 19 '12 at 7:30
What is the effect of quant finance on global markets? — blunders 1334
jan 17 '12 at 2:36
What benchmark/index to use for backtesting a portfolio of stock options? — eWizardII 1584
jan 8 '12 at 2:29
How to vet an intraday strategy — silencer 391110
jan 5 '12 at 22:46
Why do expected return models and risk models use different factors? — Owen 1936
jan 3 '12 at 19:40
How to 'calibrate' simple pricing models for equity index options and equity options? — Homunculus Reticulli 39927
jan 3 '12 at 3:04
What is a Quant — Joel Martinez 24027
dec 25 '11 at 10:09
data on historical stock price of bankrupt companies — kamikaze_pilot 22616
dec 19 '11 at 18:47
Total Return measurement paradox w/ Adjusted Close Prices — Quant Guy 7,5311347
dec 19 '11 at 17:47
Total Return measurement paradox w/ Adjusted Close Prices — SFun28 101117
dec 19 '11 at 17:31
Time series price prediction and linear regression: using high/low rather than last quotes price — Robert Kubrick 25417
dec 16 '11 at 1:09
How to calculate historical intraday volatility? — Darren Cook 570312
dec 14 '11 at 20:18
Need advice on finding forward spot rates — slandau 1134
dec 11 '11 at 14:24
Which brokers offer a .NET stock trading API? — emaster70 18515
nov 27 '11 at 7:01
What are good conditions to roll a leap further out in time? — Ray 25816
nov 25 '11 at 15:48
What's the difference between SA and SAAR? — eykanal 1684
nov 18 '11 at 16:21
Why is there a price difference between 30 year principal and interest STRIPS? — Pablitorun 1334
nov 18 '11 at 5:01
How to combine multiple trading algorithms? — siamii 244111
nov 17 '11 at 0:39
Which algorithm should I look into to kick off my research in algorithmic trading? [closed] — k9ty 316
nov 12 '11 at 21:41
Testing a simple stock market trading hypothesis? [closed] — Dan 172
nov 11 '11 at 8:46
How does Kalman filtering of beta in pairs trading model work in R? — c00kiemonster 23314
nov 7 '11 at 0:44
How can I simulate portfolio risk (diversification) with a 'Wheel of Fortune' like investment options/returns? — PhD 1333
nov 5 '11 at 23:43
How to cluster stocks and construct an affinity matrix? — Navi 986
nov 3 '11 at 13:21
Option Portfolio Risk - Volatility/Skew - practical implementation — tjf 563
nov 1 '11 at 16:28
How can I compare distributions using only mean and standard deviation? — mbustosorg 433
oct 27 '11 at 19:48
What are the major models for energy derivatives, particularly electricity derivatives? — Brian B 6,003624
oct 24 '11 at 15:56
What is the reason for the convexity adjustment when pricing a constant maturity swap (CMS)? — Richard H 21316
oct 24 '11 at 13:56
Are there financial instruments that make a bet on traded volume instead of price or its derivatives? — icequations 515
oct 18 '11 at 23:32
Why does the following data fail my cointegration test? — deltanovember 1583
oct 15 '11 at 1:14
Any research on how natural language processing can be used to forecast stocks? — gappy 1,988422
oct 14 '11 at 19:39
Is Duration really the slope of the Price-Yield curve? — user1443 36126
oct 12 '11 at 20:07
How to perform basic integrations with the Ito integral? — Philip 1334
oct 10 '11 at 18:07
How to optimally allocate capital among trading strategies? — Tom Tucker 21816
oct 10 '11 at 14:12
Is Conditional Value-at-Risk (CVaR) coherent? — FEQ 26817
oct 7 '11 at 22:43
Can VIX be interpreted as a proxy for instantaneous volatility? — brianjd 1484
oct 7 '11 at 1:43
Skew arbitrage: How can you realize the skewness of the underlying? — Branson 250212
oct 7 '11 at 1:08
How does volatility affect the price of binary options? — CQM 552111
oct 6 '11 at 14:27
What is a reasonable upper bound on the performance of a daily trading strategy? — monksy 33416
oct 6 '11 at 13:32
Who is in debt when a bank investments in commercial paper? [closed] — user823959 1022
oct 6 '11 at 7:26
How to interpret the eigenmatrix from a Johansen cointegration test? — Freewind 18417
sep 27 '11 at 16:30
What papers have progressed the field of quantitative finance in recent years (post 2000)? — Drew Christianson 12116
sep 27 '11 at 10:19
Which lags or percentiles should be run in a batch when calculating Value-at-Risk? — ghostJago 1287
sep 26 '11 at 17:53
How to calculate compound returns of leveraged ETFs? — Samik R 34816
sep 23 '11 at 17:36
Can anyone give me a practical example of pricing and calculating IV on equity index options? (i.e. using real market data) — traderJoe 532
sep 22 '11 at 17:15
What to ask for in a good prototyping framework? — Martin Kristiansen 1653
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