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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
apr 27 '12 at 7:32
What is the highest frequency greek for options on futures on bonds? — Konsta 32816
apr 25 '12 at 8:22
What precision do I need to calculate implied volatility? — Mário Marinato 132
apr 25 '12 at 8:22
Why in general is the variance of volume changes higher than variance of price changes? — Qbik 35018
apr 25 '12 at 6:12
definition for “the viscosity” in financial market data series — Sts 231
apr 23 '12 at 16:51
What is augmented data when simulating stochastic differential equations using Gibbs Sampler? — Mike 161
apr 23 '12 at 15:51
How to value non-libor swaps (not basis swaps)? — PBD10017 111
apr 23 '12 at 14:31
Why isn't the Nelson-Siegel model arbitrage-free? — Artiom Fiodorov 1765
apr 22 '12 at 21:31
What is the difference between Option Adjusted Spread (OAS) and Z-spread? — Dave 3112
apr 21 '12 at 20:30
Automated 10-K XBRL data grab using the SEC file structure — embquant 261
apr 21 '12 at 7:40
Is there a standard method of scaling alpha forecasts to t-cost estimates? — michaelv2 1416
apr 20 '12 at 17:00
Deriving spot rates from treasury yield curve — Antoine Latter 1184
apr 20 '12 at 6:19
Do I need a copula to accurately estimate the VaR of a portfolio of risky assets? — user2303 1075
apr 17 '12 at 19:53
Optimal stop-loss reinsurance — Vladislav 111
apr 16 '12 at 15:18
Implied Volatility from American options (binomial) — user2301 262
apr 13 '12 at 0:58
What is the current state of the algorithmic trading research? [closed] — JohnAndrews 14917
apr 12 '12 at 20:03
Application of ACD models — user2290 161
apr 11 '12 at 15:52
Choosing the time-frame to test for cointegration — Victor P 354110
apr 11 '12 at 10:02
Tests that any system must pass to be taken seriously — classifire 11615
apr 9 '12 at 20:02
calculating arbitrage-free ranges based off outright, spread, and fly prices — hda2522 382
apr 6 '12 at 16:25
what is a typical way forex brokerages can provide cheap leverage for their customers? — barrymac 1463
apr 6 '12 at 15:30
Does put-call parity hold for a compound option with underlying American option? — David Park 211
apr 6 '12 at 11:10
A few questions about signs of the Greek letters — Eric 284
apr 5 '12 at 8:10
Are there any well known methods of testing through-the-cycle rating systems? — Mozan Sykol 413
apr 4 '12 at 8:29
How to build an execution trading system with CQG API? — user948950 111
apr 3 '12 at 10:08
Parameter estimation using martingale measures - include real world data? — user13655 183
apr 2 '12 at 12:43
C++ training from scratch to quantitative trading? [closed] — PhilGib 252
apr 1 '12 at 9:13
Is there any thing out there as a substitute for KDB? — Fenix Chen 373
mar 26 '12 at 18:05
Creating a financial market — Eric Brotto 1183
mar 23 '12 at 7:13
Risk Parity portfolio construction — Karamos 112
mar 22 '12 at 10:13
How to choose a data center for deploying high frequency trading strategies? — SmoothCriminel 423
mar 21 '12 at 20:18
Hasbrouck's information share — user236215 1482
mar 20 '12 at 17:22
Time series of PCA - Sign change in factor loadings — kosliya 311
mar 18 '12 at 13:12
(post deleted or otherwise unavailable) — stoil 12
mar 17 '12 at 22:52
Optimizing a portfolio of ETFs — nxstock-trader 41129
mar 16 '12 at 16:07
Eurodollar Options Stike Price > 100 bps — user2184 161
mar 15 '12 at 19:47
Historical Level 2 Data (Market Depth) — Dylan 212
mar 14 '12 at 16:49
How to think about pricing this weather call option — PatternMatching 234
mar 14 '12 at 6:04
Non-SQL methods for high-frequency accounting? — stevegt 35425
mar 13 '12 at 18:20
Can we use White's reality check to compare two Sharpe ratios? — rich 361
mar 11 '12 at 21:25
Assumptions based on non-martingale? — athos 33216
mar 8 '12 at 20:06
portfolio diversification tester — Marcos 1635
mar 7 '12 at 17:44
What are some quantitative ways to obtain the view confidences in Idzorek's version of Black-Litterman? — Mike Spivey 20118
mar 7 '12 at 17:14
Market order quantity greater than quantity of the inside quote at the exchange — user2142 314
mar 6 '12 at 20:13
Limit order book size — Jonathan Evans 1447
mar 6 '12 at 20:13
Calculating stock weight for SEC13F filers — Tamara 111
mar 4 '12 at 9:40
Is there an open source alternative to Reuters Kondor+? — Hang 612
mar 2 '12 at 15:45
SKEW and VIX relations? — Zerazeratul 212
feb 29 '12 at 22:32
Creating an n-factor Certainty Equivalent Discounting Formula — MikeRand 22317
feb 29 '12 at 20:07
How to fit probability density function from sample moments? — WMiller 453
feb 29 '12 at 20:07
Simulating the joint dynamics of a stock and an option — Bob Jansen 1,1421622
feb 29 '12 at 18:16
(post deleted or otherwise unavailable) — Ben McCann 1011
feb 29 '12 at 8:46
What are the main differences between discrete and continuous time models when modeling asset price dynamics? — snth 1615
feb 28 '12 at 15:15
How to use volatility to assess the accuracy of a stock market model? — Thomas King 184
feb 26 '12 at 22:47
Discrete time Ho lee model — Shitao Wang 211
feb 26 '12 at 10:51
CAPM - Beta of zero and its implications on diversification — raoulcousins 1334
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