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feb 6 at 10:31
Multiple (linear) regression — Linus 111
feb 6 at 1:29
is there a mapping from Altman Z-score for private companies to bond ratings or probability of default? — brojsimpson 161
feb 5 at 21:04
time in time series database - UTC or local — thomas - discretelogics 1585
feb 5 at 17:34
Intangible assets as underlying for Futures contracts — gekkostate 1063
feb 5 at 3:31
Testing for stationarity in large sample sizes — jcc 111
feb 4 at 21:34
Daily returns using adjusted close — Marcus 1234
feb 4 at 21:14
NYSE binary data, convert to ASCII — msh210 1163
feb 3 at 4:13
Kelly criterion and Sharpe ratio — jessica 1616
feb 2 at 9:12
Position management and market-making techniques — Serg 1965
feb 1 at 6:28
Usage of Random forests in Quantitative analysis of stocks — user793468 1213
jan 31 at 17:08
How to work out weights for a portfolio based on an inverse ratio with positive and negative values? — ArturoP 112
jan 31 at 17:08
What do these maturity codes mean? — user881285 111
jan 31 at 16:08
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation) — Vtech 283
jan 30 at 12:27
Simple question concerning Jump process (Lévy process) model for a risky actif price process [closed] — Paul 2145
jan 29 at 21:40
Why are there different estimators for stock volatility? (realized variance, RAV, etc) — Louise 964
jan 29 at 10:20
Consistency of economic scenarios in nested stochastics simulation — g g 845
jan 29 at 5:05
What are the options for a mathematician to break into QF without working for a fund? — user4683 312
jan 28 at 11:34
Simulation of GBM — gu7z 504
jan 27 at 19:49
Estimation of ranks of log-returns via copula — Romain 1217
jan 26 at 17:28
What are the advantages/disadvantages of OHLC over VWAP? — MusX 161
jan 25 at 20:11
How do you estimate the capacity of a strategy from historical data? — kristine 18617
jan 25 at 20:11
Are Papers and Funds reporting Monthly drawdowns using daily granularity? — pat 3215
jan 24 at 15:08
What is the industry standard Quant Finance modeling library for F# — Nikos 1304
jan 22 at 14:56
How to create charts in WPF finance applications? — Rajesh Patil 332
jan 22 at 6:55
What do the terms in-sample and out-of-sample estimates mean in MVO? — jairus thomas 62
jan 21 at 1:10
What's the algorithm behind Excel's ACCRINT? — ismael 1185
jan 18 at 23:09
Delta of a Down and Out Call — rexcel 82
jan 17 at 21:32
(post deleted or otherwise unavailable) — Geraldine Bailey 703
jan 17 at 8:07
When hiring a quant, how can I protect my IP? — Paul 483
jan 15 at 21:34
Choice of epsilon for numerical calculation of vega in binomial option pricing model — laslowh 1262
jan 15 at 16:29
Comparison of Brownian Motion Expected Drawdown and simulated results — ManInMoon 1243
jan 15 at 9:09
How do we use option price models (like Black-Scholes Model) to make money in practice? — nkhuyu 2256
jan 14 at 13:52
CTD and bond futures — Captain Comic 1064
jan 14 at 6:51
What are the advantages/disadvantages of these approaches to deal with volatility surface? — AZhu 643
jan 13 at 0:54
(post deleted or otherwise unavailable) — user3592 11
jan 12 at 10:54
Which prediction market model is efficient and simple to use? — user3587 71
jan 11 at 20:04
Asymmetric Volatility Modeling (Interpretation) — Dylan Koh 361
jan 9 at 13:47
(post deleted or otherwise unavailable) — Voyage 1011
jan 8 at 20:45
Value options when the currency’s risk free rate is negative? — Eli 1016
jan 8 at 8:04
Why is short term implied volatility typically higher? — lori 1303
jan 6 at 15:12
Inflation swap liquidity versus inflation-linked bonds — andy 132
jan 6 at 15:12
What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process? — user3554 261
jan 6 at 10:32
Early execise of American Call on Non-Dividend paying stock. — Prakhar Mehrotra 82
jan 4 at 22:31
Is this comment right about subadditivity? — user3544 161
jan 3 at 18:39
Certain probability statement in discrete mathematical finance — hulik 2607
jan 1 at 20:23
Optimizing a currency only portfolio with negative weights — David Weismann 111
dec 28 at 13:45
How to see if a set of asset returns corresponds to a known correlation matrix? — Yugmorf 1114
dec 28 at 6:45
Determining portfolio risk return in R given historical data for individual holdings? — Sid 1387
dec 27 at 7:34
How to reactivate a risk mangement rule in an automated process — Alexxx 211
dec 26 at 0:13
What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters? — user3497 212
dec 25 at 6:32
How to attribute income that incurs a double liability in a P&L? — Shaul 1084
dec 24 at 1:06
How to trade risk-adjusted returns? — dlingg 61
dec 23 at 19:06
Can determinant of liquidity risk be used as a dimension or measure of liquidity risk — Kamran 111
dec 23 at 15:41
Threshold calculation for buying a mean-reverting asset — Alon 311
dec 18 at 14:42
is there any quantitative index to describe the strength of 'trend' ？ [closed] — bigbug 1061
dec 18 at 11:56
How does a covered bond characteristics compare to a mortgage security for credit enhancement? — vehomzzz 1052
dec 18 at 4:11
round price to tick size — Michael D 83
dec 17 at 21:26
Calculating true value of a stock given the order-book and recent trades — wildbunny 112
dec 17 at 21:01
(post deleted or otherwise unavailable) — purnendumaity 111
dec 17 at 11:31
Limits analysis — Bober02 1112
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