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2d ago
Why using 3 months forward to hedge fx risk on a fund of funds portfolio? — humble.jok 212
jun 13 at 15:50
Asymmetric pay-off function [closed] — Dave Kim 11
jun 12 at 12:57
What are the common trading systems for hedge fund automated trading? — Andy Flury 312
jun 12 at 1:28
What are some good HFT open source project? [closed] — YZ.learner 932
jun 10 at 19:14
Required Rate of Return vs Expected Return — Xiaowen Li 32
jun 4 at 12:32
Protfolio VaR calculation [closed] — CrazyC 851
jun 4 at 10:11
Why does Black-Scholes equation hold on continuation region of American Option? — Mikhail Norshteyn 313
jun 2 at 23:37
Data sources for financials of global equities — Doggie52 1072
jun 2 at 18:22
Bandwidth consumed by Java trading platforms? [closed] — Gracchus 1467
may 31 at 20:08
How to filter illiquid days? [closed] — aajkaltak 11
may 31 at 8:20
Blackbox Optimization + Bootstrapping = Parameter Selection? — Amir Sani 185
may 30 at 22:55
Papers about risk managment in algorithmic trading systems? — Jean-Paul 92
may 30 at 19:54
Portfolio software that shows 'total return' for each investment — Todd Benrud 11
may 30 at 12:18
Dynamic hedging strategy example — Shyam 1384
may 30 at 2:38
Mathematical theories of (sub)-optimal trading strategies under “idealized” assumption - price is random process known to trader — Alexander Chervov 905
may 27 at 19:27
What is lagged interest rate? — aukie 1183
may 23 at 21:44
How is the dividend payment calculated when an asset is disposed on the ex date? — Mick 1033
may 22 at 6:04
Call vs. Put Option — guillaume.jamet 11
may 20 at 13:47
Quality of GAINDATA timestamps — Tom 1193
may 19 at 17:24
(post deleted or otherwise unavailable) — user5369 11
may 18 at 10:16
Quality of GAINDATA timestamps — ManInMoon 1323
may 17 at 9:43
Market Exposure and Hedging — NewAlgo 62
may 10 at 13:55
(post deleted or otherwise unavailable) — benoror 1012
may 8 at 6:53
Usage of NoSQL storage in Finance — sashkello 1337
may 6 at 0:00
Quant/Stat Factor Performance Website/Distribution? — Gene 162
may 5 at 17:43
rugarch: Joint estimation leads to different results — Stat Tistician 18
may 4 at 23:18
Interpolate option volatility in delta space in R — Alex 1184
may 4 at 15:30
Analyze raw tick data — user1025852 1112
may 2 at 22:51
How to determine ratios for mean-reverting basket — user939259 162
may 1 at 0:50
Call vs. Put Option — Veeken 1375
apr 30 at 19:09
How to create charts in WPF finance applications? — Dr. ABT 1413
apr 30 at 14:27
Call vs. Put Option — Remus Stanescu 213
apr 30 at 6:20
Is “eoddata” a good data source? — Dr. Drew 212
apr 29 at 18:36
(post deleted or otherwise unavailable) — Ben 1033
apr 28 at 0:17
(post deleted or otherwise unavailable) — user997112 1122
apr 27 at 11:02
(post deleted or otherwise unavailable) — Wasabi Developer 1011
apr 26 at 11:21
Implied dividend estimation — sets 214
apr 24 at 9:50
Calculating Geometric mean — Gekke Henkie 274
apr 24 at 5:03
Transformation to reduce standard deviation without changing median — james 162
apr 22 at 14:36
portfolio optimization with a loop — user2214069 62
apr 18 at 22:32
Calculating spot rate of interest — user5155 162
apr 18 at 10:02
Resources for finding scholarly research on topics in quantitative finance? — lmorin 2097
apr 18 at 8:47
Resources for finding scholarly research on topics in quantitative finance? — acheong87 21716
apr 17 at 19:09
Can you replicate an option on an arbitrary basket of stocks? — Riaz Rizvi 1963
apr 17 at 18:08
how do you evaluate an FX market aggregator? — pedro 362
apr 15 at 17:31
How do you know if if an option is priced correctly? — April Crenshaw 183
apr 13 at 22:23
How to correctly construct a value- and equally weighted portfolio consisting of property-types? — Maximos 112
apr 10 at 16:58
Auto-correlation of GBM — n.c. 3483
apr 9 at 13:58
Iterating through every path of a Trinomial Tree — user2183336 363
apr 9 at 7:11
How can I go about applying machine learning algorithms to stock markets? — GeorgeH 32
apr 7 at 18:01
How does the number of free dimensions of a model affect its required size of sample? — Gabriel Gómez Rojo 263
apr 7 at 17:20
Software for backtesting outside strategies (CSV transaction upload) — dordal 183
apr 2 at 20:33
(post deleted or otherwise unavailable) — Richard 1012
apr 2 at 13:56
(post deleted or otherwise unavailable) — Louise 964
mar 31 at 20:32
Does the geometric Ornstein-Uhlenbeck process have stationary variance? — wcampbell 1285
mar 27 at 22:24
(post deleted or otherwise unavailable) — Ricky 11
mar 26 at 4:13
Calculating the probability of a price change using an options pricing formula — Michael Bishop 1093
mar 25 at 16:27
Hedging with actual volatility: problem understanding the math behind the result — Olaf 26615
mar 25 at 14:51
Hedging with actual volatility: problem understanding the math behind the result — jenson_bo 1032
mar 25 at 13:51
Hedging with actual volatility: problem understanding the math behind the result — user1627466 334
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