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jul 13 at 20:12
Market microstructure knowledge — klon 1324
jul 12 at 8:24
How do I model GARCH(1,1) volatility for historical indexes in Matlab? — cmdel 133
jul 11 at 9:14
Are there any standard techniques for adding realistic synthetic microstructure noise to a price series? — barrymac 1463
jul 10 at 11:12
What are the common trading systems for hedge fund automated trading? — zaestau 73
jul 9 at 1:56
Is there a general format for various sources of futures market-data? — WiSaGaN 1064
jul 8 at 1:56
Methods for distributing cash into allocation — 4thSpace 1104
jul 5 at 17:37
(post deleted or otherwise unavailable) — infoholic_anonymous 11
jul 3 at 18:25
Why does Skew measure remain more-or-less constant for Listed Expiries? — Neerav 184
jun 30 at 20:52
(post deleted or otherwise unavailable) — John R 1011
jun 30 at 20:17
Proxy for risk in portfolio theory when return can take only two values — mike 112
jun 29 at 16:00
What does “Exotics Trade Capture” mean — Jarrod Roberson 1074
jun 26 at 17:09
(post deleted or otherwise unavailable) — Mark Boulder 1011
jun 26 at 7:14
Skewness and Kurtosis under aggregation — JL344 57116
jun 21 at 18:37
Bootstrapping spot rates from treasury yield curve — KKB 1474
jun 21 at 14:51
Why do some people claim the delta of an ATM call option is 0.5? — Richard 1,344113
jun 21 '12 at 13:11
How does Cornish-Fisher VaR (aka modified VaR) scale with time? — Brian G. Peterson 29314
jun 20 '12 at 10:46
Normalized data — leslieg 212
jun 11 '12 at 21:32
(post deleted or otherwise unavailable) — Mark 1012
jun 4 '12 at 15:18
What latency should I use for backtesting a high-frequency strategy? — l.m 162
jun 4 '12 at 8:13
How to account for transaction costs in a simulated market environment? — Stian 656
jun 2 '12 at 20:53
(post deleted or otherwise unavailable) — Ockham 1013
may 29 '12 at 17:11
generating (or tracking) the DJUBS commodity index — Michael Stern 1263
may 29 '12 at 2:31
Reseach on when people/institutions sell? — Freddy 5,6191316
may 23 '12 at 20:08
How to interpret results of Johansen Test? — techpaisa 1314
may 22 '12 at 7:43
Good Environment, Social, and Governance Indicators to correlate with financial performance of PE — bquast 1115
may 20 '12 at 13:56
How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends? — FKaria 1014
may 18 '12 at 9:35
How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends? — John Tyree 385
may 14 '12 at 13:18
What's the best way to test/validate an interest rate lattice model — John Smith 364258
may 13 '12 at 15:53
(post deleted or otherwise unavailable) — alan2here 1585
may 8 '12 at 22:55
(post deleted or otherwise unavailable) — SQLCurious 1143
may 8 '12 at 16:44
Is the binomial model wrong? — Keith A. Lewis 34613
may 4 '12 at 21:01
MPT: Adding constraint on minimum asset weight — rodion 1184
may 3 '12 at 12:40
VaR implementation using quantlib? — mepuzza 25615
may 3 '12 at 1:40
Utility to download historical Implied Volatility data from Interactive Brokers? — Fred 112
may 1 '12 at 14:45
Good reference on sample autocorrelation? — DoubleTrouble 21614
may 1 '12 at 12:30
(post deleted or otherwise unavailable) — Abdello 15
apr 25 '12 at 17:32
Calculate a discount rate given a PV at some point in the future [closed] — user548084 11
apr 23 '12 at 23:11
Is F# used in trading systems? — Craig 313
apr 23 '12 at 15:06
Why isn't the Nelson-Siegel model arbitrage-free? — Artiom Fiodorov 1765
apr 23 '12 at 13:41
What programming languages are most commonly used in quantitative finance? — Surjit Samra 1014
apr 16 '12 at 18:18
(post deleted or otherwise unavailable) — Emir 1011
apr 16 '12 at 11:18
Is there any measure that is a non-trivial combination of VWAP and TWAP? — lehalle 1,703417
apr 13 '12 at 2:03
How do you mix quantitative asset allocation with qualitative views? — JohnAndrews 14917
apr 11 '12 at 9:32
Tests that any system must pass to be taken seriously — classifire 11615
apr 8 '12 at 16:41
Is there any thing out there as a substitute for KDB? — Fenix Chen 373
apr 6 '12 at 11:45
A few questions about signs of the Greek letters — Eric 284
apr 4 '12 at 17:45
Financial Mathematics - Martingales example — user2142 314
mar 30 '12 at 17:32
If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward? — edouard 32315
mar 26 '12 at 21:05
(post deleted or otherwise unavailable) — PeriodicProgrammer 1013
mar 26 '12 at 17:15
Creating a financial market — Eric Brotto 1183
mar 23 '12 at 2:58
Automate fetching of a stock's sector & industry [closed] — nixon 1061
mar 20 '12 at 7:32
Eurodollar Options Stike Price > 100 bps — Anatoliy 1313
mar 19 '12 at 23:37
Limit order book size — Jonathan Evans 1447
mar 18 '12 at 12:07
(post deleted or otherwise unavailable) — stoil 12
mar 18 '12 at 3:32
Optimizing a portfolio of ETFs — michaelv2 1416
mar 14 '12 at 15:48
How to think about pricing this weather call option — PatternMatching 234
mar 13 '12 at 20:36
Limit order book size — stevegt 35425
mar 10 '12 at 16:31
CAPM - Beta of zero and its implications on diversification — raoulcousins 1334
mar 8 '12 at 19:35
portfolio diversification tester — Marcos 1635
mar 8 '12 at 17:00
Literature on generating synthetic time series for testing — Doodles 5113
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