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apr 9 at 18:49
How to deal with different amount of td's in computing Sharpe Ratio
— Gekke Henkie
274
apr 6 at 20:18
Fitting distributions to financial data using volatility model to estimate VaR
— Stat Tistician
18
apr 6 at 20:13
High-Frequency Traders and Front Running: What order types are they using? [closed]
— CharlesM
51
apr 4 at 13:41
Why do long-term equity return forecast models use dependent observations?
— Centesima
111
mar 31 at 21:27
(post deleted or otherwise unavailable)
— Greg Harrington
1011
mar 31 at 21:02
Calculating the probability of a price change using an options pricing formula
— Michael Bishop
1093
mar 31 at 20:42
Does the geometric Ornstein-Uhlenbeck process have stationary variance?
— wcampbell
1285
mar 27 at 16:33
What is the meaning of the discounted process defined from the interest rate process?
— Ethan
1063
mar 26 at 18:02
How does the number of free dimensions of a model affect its required size of sample?
— Gabriel Gómez Rojo
263
mar 25 at 16:27
Hedging with actual volatility: problem understanding the math behind the result
— user1627466
334
mar 16 at 21:39
Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?
— bytefire
1304
mar 14 at 18:38
Doesn't a perpetual option contradict the Black-Scholes framework?
— Chan-Ho Suh
1345
mar 9 at 7:50
(post deleted or otherwise unavailable)
— user21760
11
mar 4 at 11:32
Does DOM trading using broker data make any sense?
— restart.localhost.localdomain
32127
feb 22 at 18:16
How can I evaluate how poor a fit a parametric VaR result would be for a given holding?
— marfarma
1265
feb 12 at 16:09
(post deleted or otherwise unavailable)
— mennato
11
feb 11 at 21:33
What different methods of pairs selection exists? (For Pairs trading)
— Good Guy Mike
895