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mar 2 at 12:47
How to calculate the Transfer Pricing from the FTP curve? — athos 30716
mar 2 at 3:33
How to annualize Sharpe Ratio? — Evan Teitelman 1033
mar 1 at 14:38
What concepts are the most dangerous ones in quantitative finance work? — kurast 1665
feb 28 at 15:40
Optimization procedure for entropy pooling — Bytesize 763
feb 18 at 6:35
Can a long put trade be profitable through Vega even if the underlying moves upwards? — jessica 1566
feb 16 at 13:11
PIQ estimation for FIFO limit order book — user4807 62
feb 15 at 19:50
Computing the Sharpe Ratio — Factor3 513
feb 14 at 10:45
(post deleted or otherwise unavailable) — quasi 66116
feb 8 at 15:12
What stock market indicators to model based on twitter feed? [closed] — siamii 244111
feb 8 at 9:29
Is there any thing out there as a substitute for KDB? — thomas - discretelogics 1585
feb 7 at 17:07
How to derive the formula of a European Libor call option in a Libor Market Model? — hulik 2507
feb 6 at 7:26
Daily returns using adjusted close — Marcus 1234
jan 31 at 16:48
How to work out weights for a portfolio based on an inverse ratio with positive and negative values? — ArturoP 112
jan 31 at 0:52
price of a “Cash-or-nothing binary call option” — phubaba 663
jan 30 at 18:22
Simple question concerning Jump process (Lévy process) model for a risky actif price process [closed] — Paul 2145
jan 30 at 5:26
Are there any well known methods of testing through-the-cycle rating systems? — bVs 863
jan 29 at 4:15
Empirical or theoretical quant insights that have shaped your thinking? — kristine 17617
jan 28 at 11:14
Simulation of GBM — gu7z 504
jan 28 at 0:09
Switching from C++ to R - limitations/applications — arielf 1213
jan 22 at 20:07
Other means of calibrating Heston models — Mathieu JVL 31
jan 22 at 15:56
How to calculate Vomma of Black Scholes model — laslowh 1262
jan 22 at 11:25
How to create charts in WPF finance applications? — IharS 20615
jan 22 at 2:35
What's the algorithm behind Excel's ACCRINT? — ismael 1185
jan 21 at 22:05
What do the terms in-sample and out-of-sample estimates mean in MVO? — jairus thomas 62
jan 21 at 18:30
Digital Signal Processing in Trading — Klase 333
jan 20 at 1:49
(post deleted or otherwise unavailable) — GAM 762
jan 19 at 10:59
Analyzing the angle between vector of weights and vector of returns in mean-variance optimization — Geraldine Bailey 703
jan 17 at 11:57
(post deleted or otherwise unavailable) — ephedyn 11
jan 17 at 5:52
When hiring a quant, how can I protect my IP? — Paul 483
jan 15 at 8:49
How do we use option price models (like Black-Scholes Model) to make money in practice? — nkhuyu 2256
jan 13 at 13:34
portfolio optimisation with VaR (or CVaR) constraints — Marc Shivers 42414
jan 13 at 11:29
CTD and bond futures — Captain Comic 1064
jan 12 at 23:14
Which prediction market model is efficient and simple to use? — Todd Proebsting 312
jan 12 at 21:54
Regressor: Nominal return, continuous return or first difference? — André Christoffer Andersen 1412
jan 5 at 20:36
Cross Currency Swap Pricing in nowadays environment — Christian Fries 89116
dec 31 at 21:56
How to cluster ETFs to reduce cardinality for portfolio selection — nxstock-trader 40129
dec 30 at 5:29
Fastest algorithm for calculating retrospective maximum drawdown — speciman 1364
dec 29 at 22:39
Determining portfolio risk return in R given historical data for individual holdings? — Sid 1387
dec 26 at 13:58
Hidden Markov Model & Its Application — jeff m 39310
dec 25 at 23:58
What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters? — user3497 212
dec 22 at 1:45
Should the average investor hold commodities as part of a broadly diversified portfolio? — Bryce 3142
dec 18 at 3:56
round price to tick size — Michael D 83
dec 17 at 12:56
retrieving historical data from Interactive Brokers using R [closed] — eccehomo 92
dec 17 at 7:25
How to build an electricity portfolio for an electricity production company? — bonCodigo 1548
dec 14 at 15:35
Annualized Covariance — betonviews 262
dec 14 at 14:14
Annualized Covariance — Akavall 25315
dec 13 at 10:29
Cloning Return Streams — Vijay 762
dec 12 at 10:09
Probability of trade's exit orders being triggered in random-walk market — Marven 83
dec 10 at 3:43
Option pricing before Black-Scholes — gliptak 1052
dec 9 at 18:18
How to do performance attribution for a few characteristics? — wwokkie 42
dec 9 at 13:18
Interpretation of Macaulay Duration — phi 33028
dec 8 at 15:07
What is the average stock price under the Bachelier model? — William S. Wong 1905
dec 6 at 23:42
Opimization on a Bond Portfolio — gabriel 334
dec 5 at 20:11
Estimating two normal random numbers with one equation — user1141785 1162
dec 4 at 21:15
What advanced statistical techniques are quant researchers using? [closed] — Marvin 112
dec 4 at 16:45
(post deleted or otherwise unavailable) — rbd246 11
dec 4 at 3:55
How to calculate discounted inflation and growth? — user1234440 38119
nov 28 at 15:54
When do Finite Element method provide considerable advantage over Finite Differences for option pricing? — egbutter 1695
nov 28 at 3:12
Black-Scholes American Put Option — Lost1 1526
nov 27 at 14:36
Monte carlo methods for vanilla european options and Ito's lemma. — hoang 1033
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