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feb 2 at 20:58
Certain probability statement in discrete mathematical finance — mike 1162
feb 1 at 9:39
Is F# used in trading systems? — Peter Ferak 211
jan 31 at 3:12
How much does a Grid Computing software cost? — emsfeld 2113
jan 30 at 1:51
Switching from C++ to R - limitations/applications — arielf 1213
jan 30 at 1:51
What are the options for a mathematician to break into QF without working for a fund? — SlowLearner 1411
jan 29 at 19:15
Applying interest rate shocks under Solvency II — g g 845
jan 29 at 16:10
Liquidity in a market risk model based on historical simulation — bVs 863
jan 29 at 12:20
Resequencing of MsgSeqNum in FIX 4.2 — Taimoor Choudhary 513
jan 29 at 8:05
How fast is QuickFix ? — dakka 211
jan 27 at 23:19
What data sources are available online? — Emil 11
jan 27 at 18:09
How to detect structural breaks in variance? — redis 211
jan 25 at 14:51
How to price a calendar spread option? — Nick 111
jan 25 at 11:31
Copula models and the distribution of the sum of random variables without Monte Carlo — Julian Wergieluk 934
jan 24 at 15:13
What is the industry standard Quant Finance modeling library for F# — Phillip Trelford 23612
jan 23 at 21:28
Is the Interactive Brokers API suitable for hft? — user4646 211
jan 22 at 16:26
When hiring a quant, how can I protect my IP? — ytoledano 211
jan 20 at 9:09
Is the stock price process a martingale or a Markov process? — GAM 762
jan 18 at 13:29
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff? — Klase 333
jan 15 at 11:24
Methods for pricing options — nkhuyu 2256
jan 12 at 10:54
Which prediction market model is efficient and simple to use? — Todd Proebsting 312
jan 10 at 18:42
Video lectures and presentations on quantitative finance — Joshua 312
jan 9 at 15:02
What is the canonical reference for Minimum Variance Portfolio's uniqueness? — jianpan 91
jan 9 at 7:27
What is the “leverage effect” for stocks? — Yugmorf 1114
jan 5 at 18:36
Cross Currency Swap Pricing in nowadays environment — Christian Fries 90116
jan 4 at 17:25
Fastest algorithm for calculating retrospective maximum drawdown — fawce 1312
jan 4 at 10:00
Given two portfolios with identical correlation matrices, which one will have a better risk/reward ratio? — Sid 1387
jan 2 at 12:13
Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading? — Nissim Nabar 413
dec 29 at 16:19
How does the “risk-neutral pricing framework” work? — lodhb 616
dec 29 at 12:34
Switching from Matlab to Python for Quant Trading and Research — Joern 91
dec 28 at 15:55
Hidden Markov Model & Its Application — Rainer 334
dec 24 at 19:31
How to simulate stock prices using variance gamma process? — experquisite 1263
dec 24 at 11:51
Most natural generalization of covariance/correlation to model dependence of extreme events — user815423426 1935
dec 23 at 19:06
How can I go about applying machine learning algorithms to stock markets? — Jacob 111
dec 22 at 11:50
Markowitz mean-variance optimization as “error maximization” — Bryce 3142
dec 19 at 13:18
Is MATLAB-generated code good enough for use in live trading? — Edmondo1984 1192
dec 19 at 12:48
How to cluster ETFs to reduce cardinality for portfolio selection — user1234440 38119
dec 17 at 11:31
How to do performance attribution for a few characteristics? — John D Simpson CIPM 111
dec 15 at 8:55
Kalman Filter Equity Example — Andrew 3856
dec 14 at 18:15
Annualized Covariance — betonviews 262
dec 13 at 18:09
Quanto CDS modeling — Rachid 111
dec 13 at 10:59
Random matrix theory (RMT) in finance — Vijay 762
dec 11 at 22:52
Simple question about stochastic differential — quasi 68116
dec 10 at 12:23
Quanto CDS modeling — Rachid 311
dec 9 at 12:13
Interpretation of Macaulay Duration — phi 33028
dec 9 at 10:18
George Soros models — MichaelJ 311
dec 7 at 19:17
Forex ECN for Algorithmic Trading — user1810626 231
dec 7 at 1:07
Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else — Rock 1062
dec 6 at 15:06
Risk management insurance (Solvency II / MaRisk) — user1656774 311
dec 1 at 2:29
Is there a piratebay for data(bases)? (here, talking about historical financial data) — n.e.w 24227
nov 28 at 17:14
Are there any good tools for back testing options strategies? — Vtech 411
nov 28 at 7:13
Monte carlo methods for vanilla european options and Ito's lemma. — Jase 358111
nov 27 at 21:21
When do Finite Element method provide considerable advantage over Finite Differences for option pricing? — egbutter 1695
nov 25 at 18:51
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy? — valerio 611
nov 24 at 14:31
Why do ATM call options have a delta of slightly bigger than 0.5 and not 0.5 exactly? — Amir Yousefi 1308
nov 24 at 14:26
Monte carlo methods for vanilla european options and Ito's lemma. — Chan-Ho Suh 1345
nov 21 at 13:09
Whare are the common Global Asset Allocation indices? — BramH 311
nov 19 at 21:39
Main backtesting & trading solutions: QuantFactory, Deltix, etc. — Vazgen 1724
nov 19 at 11:19
Why would a trader quickly flicker an order immediately preceding a tick away? — Kevin Schmit 862
nov 17 at 0:16
Proof that the number of trades done (successfully) matters for whether or not a strategy was lucky — Justin 211
nov 16 at 4:02
Using rolling returns in a multivariate linear regression? — psandersen 413
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