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oct 10 at 3:27
CARA Utility function expected utility — fernandosuarezm 61
oct 9 at 15:27
How do I model risks for specific short-term short calls in a portfolio with limited data? — user3079 183
oct 8 at 5:52
Discrete-time Jump-Diffusion Model — ActuariallyImpaired 211
oct 7 at 21:47
In Yahoo! Finance, what determines the number of decimals for a stock/index quote? — Peteris 1133
oct 6 at 8:39
Can money technically flow in and out of stocks or asset classes? — ocq 161
oct 5 at 23:39
Rolling window Kendall's tau against APARCH(1,1) correlation — Lisa Ann 1467
oct 5 at 14:49
performance attribution — Avi 311
oct 5 at 14:49
Pair Trading Index Options — shoonya 343
oct 5 at 2:53
Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property — boulder_ruby 1144
oct 4 at 1:02
How to account for bid/ask spread when backtesting? — Lee Schmidt 433
oct 3 at 15:07
Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates? — ikh 2825
oct 2 at 9:51
Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis — vanguard2k 65511
oct 2 at 5:51
Running a simple alpha estimation test for statistical significance of a signal — Vazgen 1724
sep 30 at 5:50
What are the advantages of knowing the bid and ask over the best bid and ask? — idealistikz 1133
sep 29 at 19:05
Integrating log-normal — Jason Donald 161
sep 28 at 17:24
VaR backtesting with overlapping time intervals — Quartz 3266
sep 25 at 19:52
Government bonds with negative yield — Julian Wergieluk 934
sep 25 at 14:16
normalized accumulation distribution — user994179 1062
sep 24 at 11:10
Library of basic indicators — MJB 261
sep 21 at 19:14
Why does the adjusted closing price take into account dividends? — randomletters 161
sep 20 at 16:38
How would you hedge this structure? — inquisitive 261
sep 20 at 7:58
Using QuickFIX in a C project — TruLa 212
sep 19 at 23:33
What does this formula (to derive annualized volatility from VaR) mean? — Sloucher 61
sep 19 at 7:48
Modeling asset performance to Bitcoin revenue — makerofthings7 1062
sep 16 at 15:45
What is the instantaneous P&L of a Variance Swap? — Student 61
sep 16 at 15:45
Does amortization of bond start accumulating on trade date or settlement date? — David 61
sep 14 at 3:56
mortgage prepayment model — Andrew 191
sep 10 at 19:07
Can Hurst exponent be used to characterize nonlinear dependence in time series? — ezbentley 1954
sep 8 at 7:42
Does Ito/Malliavin calculus have any applications helpful for direction based trading? — L1meta 153
sep 7 at 17:52
Historical data on short rates — Alon Bochman 111
sep 5 at 13:45
NYSE Early Close Rules (July 4th and Dec. 25th) — user1214135 613
sep 5 at 8:30
Interpolating FX forward points — mpeac 705
sep 3 at 22:09
How to define the objective function for a custom optimization problem? — user1234440 38019
sep 2 at 23:53
VIX = Vega of S&P500 options? — orieliyahu 261
aug 31 at 17:32
Strategy Risk and Portfolio Allocation Model (copy from nuclear phynance) — lehalle 1,713417
aug 30 at 15:42
Brent Crude Data — Tony Hill 61
aug 30 at 8:01
Backtesting VaR model violation independence — user915 1093
aug 28 at 20:39
Why don't options traders use charts? Or do they? — ObscureRobot 1165
aug 28 at 10:34
St Petersburg lottery pricing & short investing horizons — Tim 512
aug 27 at 18:29
Modelling with negative interest rates — user7056 939
aug 26 at 9:29
Backtest pair trade strategy in R — nikke 111
aug 26 at 6:09
Question on OIS and fed funds rate — findingthefacts 111
aug 24 at 9:51
How to estimate CAViaR (Engle and Manganelli 2004) using non linear quantile regression? — user1589 212
aug 24 at 9:41
Basic question about Black Scholes derivation — Bob 1221
aug 23 at 15:01
Sufficient conditions for no static arbitrage — alang 184
aug 22 at 18:17
What statistical tools does a analyst (financial) require? [closed] — Richard 21
aug 20 at 10:26
derivation of formula for portfolio skewness and kurtosis — mary 61
aug 16 at 15:58
How to annualize skewness and kurtosis based on daily returns — Stephan 182
aug 16 at 1:57
Prove or disprove “If at least 10% of an option's value is time value, it has a delta less than 90” — flapjackery 311
aug 15 at 0:41
Meta-view of different time-series similarity measures? — Jagra 2036
aug 9 at 18:12
How to develop journeymanship and mastery in the field Quantitative Finance? — Matthew 1615
aug 9 at 16:06
How to simulate cointegrated prices — DAve 311
aug 7 at 20:46
How credible is Knight pointing the finger at Rule 107C? — jeff m 42810
aug 7 at 17:35
Use of AI in portfolio optimization — Mark Gray 61
aug 3 at 14:46
Why does the price of a derivative not depend on the derivative with which you hedge volatility risk? — user1466113 461
aug 2 at 5:11
Risk Neutral Probability and invariant measure — Jeff 82
jul 31 at 11:23
Should I use SSAS to store Tick and bar data? — nunespascal 1213
jul 26 at 18:58
What is an acceptable error on implied volatility? — vanna 1735
jul 24 at 14:11
Volatility-Based Envelopes — Hans Zauber 363
jul 18 at 9:52
What is the use of the Euler equation in the Ramsey growth model? — Michael 111
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