Teacher Badge - Quantitative Finance Stack Exchange

sep 15 '11 at 17:26

Is F# used in trading systems? — Ash 28017

sep 14 '11 at 15:29

Is there an all Java options-pricing library (preferably open source) besides jquantlib? — Andrei 1837

sep 14 '11 at 11:14

(post deleted or otherwise unavailable) — David 262

sep 14 '11 at 0:42

How much data is needed to validate a short-horizon trading strategy? — Michael RB 17214

sep 13 '11 at 17:05

Probability of touching — ffsffs 111

sep 13 '11 at 0:37

Using linear regression on (lagged) returns of one stock to predict returns of another — Frank_M 311

sep 11 '11 at 12:35

Real-time & Fast S&P 500 E-Mini Futures (ES) Data — Joseph Dunn 111

sep 11 '11 at 12:35

Formal proof for risk-neutral pricing formula — Mao 211

sep 11 '11 at 12:10

What tools exist for order book analysis and visualization? — Foo Bah 1936

sep 10 '11 at 20:03

How fast is QuickFix ? — jk3000 11114

sep 10 '11 at 20:03

How fast is QuickFix ? — Clebson Derivan 1072

sep 10 '11 at 0:10

How should I store tick data? — steve8918 1291

sep 10 '11 at 0:05

Techniques to optimize the placement of orders in market making strategy? — Aman Nijhawan 111

sep 9 '11 at 15:20

What API methods are there to determine a company's market cap? — Eugene Osovetsky 1211

sep 8 '11 at 3:09

Why do high frequency traders use rapidly cancelled limit orders? — Louis Marascio 1,682531

sep 6 '11 at 22:32

Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling? — Stroustrup 211

sep 6 '11 at 20:42

How to solve for the implied stock lending rate given equity options prices? — michaelcarniol 613

sep 6 '11 at 19:51

Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling? — guillet 211

sep 5 '11 at 20:46

Real-time & Fast S&P 500 E-Mini Futures (ES) Data — m1ndst0rm 811

sep 2 '11 at 14:19

How many explanatory variables is too many? — WaveRider 111

aug 31 '11 at 18:00

How do I eliminate developed currency funding cross rate risk in an EMFX position? — Phil H 76829

aug 29 '11 at 2:14

Why is C++ still a very popular language in quantitative finance? — Jason 1312

aug 28 '11 at 17:27

Why is C++ still a very popular language in quantitative finance? — Daniel Da Cunha 1711

aug 26 '11 at 11:46

Pricing callable range accruals on spreads — finitud 11

aug 24 '11 at 9:03

How can I estimate the degrees of freedom for a Student's T distribution? — GrAra 111

aug 23 '11 at 16:46

What programming language is best suited for implementing DeMark? — Barry Chopper 311

aug 23 '11 at 11:46

How to generalize the Vickrey auction for two-sided trading? — Paul 25328

aug 22 '11 at 22:50

Change of measure discrete time — imateapot 112

aug 20 '11 at 20:19

What are some examples of non-financial risks and contingency plans? — Feral Oink 241111

aug 19 '11 at 13:38

What programming language is best suited for implementing DeMark? — Dmitri Nesteruk 822111

aug 18 '11 at 11:51

What research exists regarding implementation of reverse stress testing? — Finance Mentor 1225

aug 18 '11 at 10:31

Proof that you cannot beat a random walk — Bob Jansen 1,1341622

aug 18 '11 at 7:50

Why does this Co-integrated basket look too good to be true? — Sergey 913

aug 10 '11 at 20:56

Closed-form formula for approximate maximum duration of a bond? — Ari B. Friedman 22117

aug 9 '11 at 21:36

Any known bugs with Yahoo Finance adjusted close data ? — Erwin Mayer 16111

aug 9 '11 at 2:06

What is the role of Credit Valuation Adjustment (CVA) desks in investment banks? — Thomas Browne 232110

aug 8 '11 at 11:26

What functional form describes the implied volatility curve? — Lliane 86218

aug 8 '11 at 3:11

How can I estimate the degrees of freedom for a Student's T distribution? — Mico 1312

aug 6 '11 at 10:36

How do I graphically represent the evolution of a covariance matrix over time? — 楊祝昇 973311

aug 5 '11 at 12:24

Switching from C++ to R - limitations/applications — Ronny Daniel 8111

aug 4 '11 at 21:59

Are there any brokerages which use URL-based web APIs? — John Carse 31613

aug 4 '11 at 21:34

What is the difference between the methods for calculating VaR? — John Channing 34615

aug 3 '11 at 23:43

Which brokers offer a .NET stock trading API? — Jerry 1611

aug 3 '11 at 23:23

Why are exotic options most popular in FX? — Akshay 40913

aug 2 '11 at 20:08

Which brokers offer a .NET stock trading API? — mike 1462

aug 2 '11 at 14:18

How do I calculate the skewness of a portfolio of assets? — Derek Ploor 3131210

aug 2 '11 at 8:43

Where can I find the standard discount curves for the standard CDS model? — mpeac 705

jul 29 '11 at 17:34

What programming languages are most commonly used in quantitative finance? — jordan.baucke 385213

jul 27 '11 at 13:28

Use Trades as Input for PerformanceAnalytics — Brian G. Peterson 29314

jul 26 '11 at 15:38

Simulating Returns — Zach 556311

jul 26 '11 at 12:08

How to estimate a multivariate GJR or TARCH model in Eviews? — Aarthi 21817

jul 25 '11 at 11:12

robust portfolio optimization re-balancing with transaction costs — strimp099 996210

jul 24 '11 at 11:00

Why would an investor trade a variance swap over a volatility swap? — bharat 685

jul 24 '11 at 10:25

Why would an investor trade a variance swap over a volatility swap? — c00kiemonster 23314

jul 23 '11 at 21:14

Reference material about Quantified Asset Allocation? — columbus 32113

jul 21 '11 at 22:43

How to design a custom equity backtester? — Tal Fishman 6,74021154

jul 18 '11 at 16:38

Free paper trading site with an API — davewasthere 1212

jul 18 '11 at 11:18

How are correlation and cointegration related? — mpiktas 27135

jul 14 '11 at 17:05

Parameters for pricing option on EDF — David Reiner 261

jul 14 '11 at 14:19

Please Explain the Debt to China — chubbsondubs 21213

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