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jul 10 at 20:47
Estimate price movement per unit of volume for daily data — psandersen 413
jul 10 at 9:07
What are the common trading systems for hedge fund automated trading? — zaestau 73
jul 9 at 11:16
Is there a general format for various sources of futures market-data? — WiSaGaN 1064
jul 9 at 10:11
Do Bond Put Dates always fall on Coupon Dates (for non-zero coupon bonds). Calculation rules for Coupon Dates — RAY 1161
jul 7 at 17:10
Calculating portfolio allocation beta with different asset classes? — 4thSpace 1104
jul 6 at 17:39
What is the Benefit of holding a short option? — john84 1081
jul 6 at 16:53
How do I model GARCH(1,1) volatility for historical indexes in Matlab? — cmdel 133
jul 5 at 13:32
Matlab toolbox for IQFeeds — jake123 61
jul 5 at 8:17
What is the difference between these two optimization procedures? — Tom 111
jul 3 at 20:20
Using rolling returns in a multivariate linear regression? — user1129988 341
jul 3 at 18:30
Why does Skew measure remain more-or-less constant for Listed Expiries? — Neerav 184
jul 3 at 17:30
How to automate the margin requirements for Eurex markets? — Jim 1255
jul 3 at 10:05
How can I use Entropy-pooling of Atillio Meucci to constuct a portfolio? — Paypay 311
jul 2 at 2:23
Any thoughts on how Warren Buffet's B of A warrants might be “marked-to-market” by either counterparty? — Dave 111
jul 1 at 4:42
How to measure a non-normal stochastic process? — JL344 57116
jun 30 at 20:17
Proxy for risk in portfolio theory when return can take only two values — mike 112
jun 26 at 20:49
Risk Decomposition of Index linked Bonds — Rainer 334
jun 25 at 3:58
Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex — speciman 1364
jun 23 at 9:07
How to Quantify Headwinds — Hay Fever 111
jun 22 at 20:52
How do I backfill the price of bonds for backtesting? — user2591 161
jun 21 '12 at 15:36
How to find the upper bound of a digital option given some market data? — pidig 111
jun 21 '12 at 11:01
How does Cornish-Fisher VaR (aka modified VaR) scale with time? — Richard 1,344113
jun 21 '12 at 6:26
Bootstrapping spot rates from treasury yield curve — qfin_newguy 654
jun 19 '12 at 22:31
How do I determine the maturity date from a T-bill's CUSIP? — Chad Decker 211
jun 13 '12 at 6:58
How to annualize dividends paid at varying intervals? — w00tw00t111 111
jun 13 '12 at 5:38
Tick data collection — leslieg 212
jun 12 '12 at 18:58
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio? — Kelly 412
jun 7 '12 at 14:31
What is the best live options data API? — David Menard 1313
jun 4 '12 at 15:18
Commerical delayed stock quote feed that is redistributable? — sam smith 161
jun 4 '12 at 10:03
What latency should I use for backtesting a high-frequency strategy? — l.m 162
jun 3 '12 at 12:28
Resources for Benchmarking Automated Trading Systems available as deltix etc.? — Anil Bishnoie 161
jun 3 '12 at 12:23
How to account for transaction costs in a simulated market environment? — Stian 656
jun 3 '12 at 2:48
(post deleted or otherwise unavailable) — Ockham 1013
jun 1 '12 at 10:17
Trading Strategies and Portfolio Constructions based on Cross Sectional Regression? [closed] — Luna 1011
may 30 '12 at 14:36
What is a real world example of negative forward interest rate? — AD. 1314
may 30 '12 at 7:31
generating (or tracking) the DJUBS commodity index — Michael Stern 1263
may 28 '12 at 14:46
Reseach on when people/institutions sell? — Rage With The Machine 823
may 24 '12 at 8:18
How to interpret results of Johansen Test? — techpaisa 1314
may 22 '12 at 2:13
What are the effects of turning a backed currency into a fiat currency? — David Perry 1855
may 18 '12 at 11:00
Measuring co-movement at non-constant intervals — papdog 311
may 18 '12 at 11:00
How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends? — John Tyree 385
may 16 '12 at 7:34
(post deleted or otherwise unavailable) — bquast 1115
may 14 '12 at 18:53
Is there a closed-form solution for the partial autocorrelation function of a Markov regime-switching process? — John 1,616312
may 14 '12 at 14:33
Function that best describes intensity of human/(group of humans) emotions? — enedene 1354
may 12 '12 at 9:32
Is it ever possible that---because of illiquidity---exercising an out-of-the-money option is better than directly buying the stock? — olchauvin 1514
may 8 '12 at 18:14
Is the binomial model wrong? — Keith A. Lewis 34613
may 8 '12 at 18:09
Where to find introductory material on leveraged loans? — SQLCurious 1143
may 7 '12 at 12:17
Implementing a Fast Fourier Transform for Option Pricing — Cindy88 411
may 4 '12 at 17:01
MPT: Adding constraint on minimum asset weight — rodion 1184
may 4 '12 at 14:06
Why use swap-rates in a yield curve? — Steven G. 162
may 3 '12 at 14:55
How do brokers charge for locates? — windfinder 1234
may 3 '12 at 7:10
(post deleted or otherwise unavailable) — David 1013
may 2 '12 at 22:45
(post deleted or otherwise unavailable) — Abdulaziz Alneaimi 11
may 2 '12 at 20:40
How reliable is Benford's Law in forecasting crises? — BlackJack 215126
may 2 '12 at 8:10
What are useful indexes for rapid evaluation of country economic risk? — Turukawa 22913
may 1 '12 at 17:20
Good reference on sample autocorrelation? — DoubleTrouble 21614
apr 30 '12 at 19:40
Resequencing of MsgSeqNum in FIX 4.2 — Taimoor Choudhary 513
apr 30 '12 at 19:40
Real time stock volatility — mfc 1211
apr 28 '12 at 17:18
Why is an inverted yield curve a problem? — Aarthi 21817
apr 27 '12 at 17:23
Is there an optimal covariance one would want forecasts to have? — jdav 362
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