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feb 21 '12 at 15:51
vix futures vega per contract and tvix vega per share — John 111
feb 16 '12 at 19:02
What is the expected return I should use for the momentum strategy in MV optimization framework? — Jason 535
feb 16 '12 at 5:08
ATM volatility versus OTM volatility and directional standard deviation — Gil Valentine 211
feb 13 '12 at 9:03
Pricing a bond future with a basket of deposit futures — endian 1211
feb 13 '12 at 9:03
Is there any measure that is a non-trivial combination of VWAP and TWAP? — Qbik 211
feb 13 '12 at 9:03
How can I get intra-day prices via API into R? — user44 1111
feb 13 '12 at 5:11
Can I perform an asset allocation optimization if assets are perfectly uncorrelated? — David 132
feb 12 '12 at 18:01
Estimation of Geometric Brownian Motion drift — Juergen 533
feb 10 '12 at 15:37
How to calculate cumulative loss from two factors that have negative correlation? — Arthur Tarasov 132
feb 10 '12 at 15:37
What's the connection between implied vol curve of SPX and SPY? — DeepRed 212
feb 7 '12 at 12:03
Where can I find data on the interbank lending market? — Max Li 33925
feb 6 '12 at 15:23
What causes the call and put volatility surface to differ? — Jeffrey 333
feb 4 '12 at 16:45
(post deleted or otherwise unavailable) — StackyAndHutch 11
feb 4 '12 at 2:34
Maximization of CARA utility function: unique solution with an unbounded parameter? — Marco 462
feb 1 '12 at 14:42
R: How feasible is it to store — and work with — tick data in a database connected to R? — n.e.w 24227
jan 30 '12 at 2:59
How to run an asset replication regression? — hypsspyh 311
jan 29 '12 at 20:49
How to model the daily return using intraday data? — Antelope 132
jan 28 '12 at 15:30
How to obtain true probabilities from Black-Scholes? — Sergei 382
jan 26 '12 at 2:08
Should we apply practical constraints on the distribution of monte carlo paths? — Joan 311
jan 25 '12 at 17:23
(post deleted or otherwise unavailable) — eyaler 1316
jan 24 '12 at 18:19
Has spectrum analysis ever been used successfully to analyse historical price data? — alan2here 1585
jan 21 '12 at 9:39
(post deleted or otherwise unavailable) — pokrate 1011
jan 20 '12 at 15:13
How to use macroeconomic indicators for long/short trading strategies? — Mindstorm 733
jan 17 '12 at 8:07
Any research paper on stop loss? — Siddharth 411
jan 13 '12 at 16:50
What benchmark/index to use for backtesting a portfolio of stock options? — eWizardII 1584
jan 6 '12 at 23:42
Can a higher P/E ratio be beneficial under certain circumstances? [closed] — Sean Thoman 1202
jan 3 '12 at 20:00
Why do expected return models and risk models use different factors? — Owen 1936
jan 2 '12 at 23:34
Econometric vs ANN models for forecast? — DBS 133
dec 29 '11 at 19:27
What is the relation between return volatility and return rank volatility, and how can I control the latter? — Elliot Jans 1512
dec 22 '11 at 9:10
What are the limits of bond portfolio immunization against interest rate changes? — Marie. P. 1654
dec 20 '11 at 21:32
Simulating property price index — Grzenio 22615
dec 19 '11 at 18:47
Total Return measurement paradox w/ Adjusted Close Prices — Quant Guy 7,5211347
dec 19 '11 at 17:47
Total Return measurement paradox w/ Adjusted Close Prices — SFun28 101117
dec 18 '11 at 12:28
Time series price prediction and linear regression: using high/low rather than last quotes price — Robert Kubrick 25417
dec 16 '11 at 23:59
(post deleted or otherwise unavailable) — Reddy 12
dec 15 '11 at 14:38
Help With Quant Modelling Software — Dean Chalk 1242
dec 13 '11 at 19:30
Liquidity estimators: VWAP and IS — CDI 411
dec 9 '11 at 23:42
(post deleted or otherwise unavailable) — Anup 1012
dec 9 '11 at 8:20
What are some quantitative method behind etf vs cash arbitrage? — DKM 36525
dec 6 '11 at 21:30
What models for backing out Equity IVOL [duplicate] — Tom 111
dec 2 '11 at 22:45
How to apply the Kelly criterion when expected return may be negative? — Brian 411
nov 30 '11 at 14:22
How would I value a perpetual bond with an embedded option? — Homunculus Reticulli 39927
nov 30 '11 at 6:57
How would I calculate a stop on a pair trade? [closed] — Rick 91
nov 28 '11 at 21:33
How to generate a random price series with a specified range and correlation with an actual price? — Suminda Sirinath Salpitikorala 37119
nov 24 '11 at 10:15
(post deleted or otherwise unavailable) — Ryan Oberoi 1011
nov 23 '11 at 19:36
What's the difference between SA and SAAR? — eykanal 1684
nov 23 '11 at 16:45
Taking into account the correlation in Barrier options on a Basket — FKaria 211
nov 23 '11 at 8:04
How to vet an intraday strategy — silencer 391110
nov 20 '11 at 12:22
What is the replicating portfolio of swaptions for a constant maturity swap (CMS)? — kmccoy 1211
nov 18 '11 at 5:01
What skills and education are required for HFT? [closed] — siamii 244111
nov 16 '11 at 18:48
How sensitive are vertical spreads to changes in implied volatility? — Ray 25816
nov 16 '11 at 1:03
Which algorithm should I look into to kick off my research in algorithmic trading? [closed] — k9ty 316
nov 14 '11 at 22:21
(post deleted or otherwise unavailable) — L1meta 603
nov 14 '11 at 9:30
How GARCH/ARCH models are useful to check the volatility? — Dail 20419
nov 13 '11 at 17:59
Any recommendations for textbooks for an undergraduate course in mathematical finance? [closed] — Jeff Burdges 22115
nov 13 '11 at 10:03
How to check if a timeseries is stationary? — Dam 3613
nov 12 '11 at 20:51
Testing a simple stock market trading hypothesis? [closed] — Dan 172
nov 12 '11 at 19:00
What changes to put-call parity are necessary when evaluating american options on non-dividend paying assets? — gvkv 1713
nov 11 '11 at 19:12
What exactly is meant by “microstructure noise”? — Palace Chan 41517
nov 11 '11 at 17:17
What close price to assume for thinly traded stocks? — Raj 311
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