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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
mar 6 '12 at 16:07
Creating an n-factor Certainty Equivalent Discounting Formula — MikeRand 22317
mar 4 '12 at 2:34
Vanna - any practical uses for risk or pnl attribution purposes? — Jean-Victor Côté 412
mar 2 '12 at 18:51
SKEW and VIX relations? — Zerazeratul 212
mar 1 '12 at 14:28
How to fit probability density function from sample moments? — Vincent Zoonekynd 43024
mar 1 '12 at 2:18
One bar look-ahead backtesting — Juergen 534
feb 28 '12 at 7:35
local price return and volume relationship — edba 462
feb 24 '12 at 7:11
How does pair trading work? — Neil McGuigan 277211
feb 16 '12 at 22:39
What is the expected return I should use for the momentum strategy in MV optimization framework? — Jason 535
feb 12 '12 at 18:51
Is there any measure that is a non-trivial combination of VWAP and TWAP? — Qbik 35018
feb 12 '12 at 17:51
Estimation of Geometric Brownian Motion drift — Matt 962
feb 10 '12 at 21:02
(post deleted or otherwise unavailable) — user1194505 313
feb 10 '12 at 16:12
What's the connection between implied vol curve of SPX and SPY? — DeepRed 212
feb 7 '12 at 16:43
How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption? — Max Li 33925
feb 7 '12 at 16:33
How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption? — AdAbsurdum 38118
feb 6 '12 at 13:03
Calculating log returns using R — Homunculus Reticulli 39927
feb 3 '12 at 11:23
Maximization of CARA utility function: unique solution with an unbounded parameter? — Marco 462
feb 2 '12 at 16:55
Why does the minimum variance portfolio provide good returns? — Vishal Belsare 43229
feb 1 '12 at 15:22
R: How feasible is it to store — and work with — tick data in a database connected to R? — Christoph Glur 28125
feb 1 '12 at 10:01
How to model the daily return using intraday data? — vinux 1032
jan 29 '12 at 22:39
How to model the daily return using intraday data? — Antelope 132
jan 25 '12 at 19:18
Has spectrum analysis ever been used successfully to analyse historical price data? — Axl 1213
jan 25 '12 at 15:08
How does the “risk-neutral pricing framework” work? — Robert 30923
jan 19 '12 at 2:39
Can duration gap analysis be applied to mortgages? — David Harper 1765
jan 17 '12 at 17:38
(post deleted or otherwise unavailable) — NoviceCoding 982
jan 14 '12 at 23:42
What benchmark/index to use for backtesting a portfolio of stock options? — JonnyBoats 1963
jan 6 '12 at 23:47
Can a higher P/E ratio be beneficial under certain circumstances? [closed] — Sean Thoman 1202
jan 5 '12 at 18:01
How does an option's time value depend on moneyness? — rtybase 6613
jan 5 '12 at 15:41
How does an option's time value depend on moneyness? — SpeedBoots 41026
jan 5 '12 at 12:06
How does an option's time value depend on moneyness? — Robert Sams 562
jan 2 '12 at 20:44
Econometric vs ANN models for forecast? — DBS 133
dec 21 '11 at 14:09
Simulating conditional expectations — Grzenio 22615
dec 19 '11 at 18:52
Any known bugs with Yahoo Finance adjusted close data ? — Quant Guy 7,5311347
dec 19 '11 at 17:47
Any known bugs with Yahoo Finance adjusted close data ? — SFun28 101117
dec 18 '11 at 20:05
How to account for market movement when some exchanges are closed? — teng 845
dec 18 '11 at 17:34
Time series price prediction and linear regression: using high/low rather than last quotes price — Robert Kubrick 25417
dec 16 '11 at 23:14
(post deleted or otherwise unavailable) — Reddy 12
dec 14 '11 at 20:18
Models for measuring insurance risk exposure — eykanal 1684
dec 13 '11 at 21:16
How to group timeseries showing similar curve — Samik R 34816
dec 8 '11 at 19:47
(post deleted or otherwise unavailable) — Serg 1965
dec 8 '11 at 6:39
Innovative ways of visualizing financial data — pyCthon 460314
dec 5 '11 at 20:34
Why is volatility mean-reverting? — Scott Weinstein 1035
nov 29 '11 at 18:44
How to generate a random price series with a specified range and correlation with an actual price? — Suminda Sirinath Salpitikorala 36919
nov 29 '11 at 5:48
Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this? — DKM 36525
nov 27 '11 at 11:46
Do markets typically fall fast, and rise slowly — Bob Jansen 1,1341622
nov 24 '11 at 0:03
How to vet an intraday strategy — silencer 391110
nov 17 '11 at 17:59
How sensitive are vertical spreads to changes in implied volatility? — Ray 25816
nov 16 '11 at 17:33
Which algorithm should I look into to kick off my research in algorithmic trading? [closed] — k9ty 316
nov 15 '11 at 15:56
What data sources are available online? — Bill the Lizard 1277
nov 14 '11 at 10:00
How GARCH/ARCH models are useful to check the volatility? — Dail 20419
nov 13 '11 at 18:09
Any recommendations for textbooks for an undergraduate course in mathematical finance? [closed] — Jeff Burdges 22115
nov 13 '11 at 13:08
How to check if a timeseries is stationary? — Dam 3613
nov 12 '11 at 19:05
What changes to put-call parity are necessary when evaluating american options on non-dividend paying assets? — gvkv 1713
nov 7 '11 at 20:08
time series management system — hroptatyr 35626
nov 2 '11 at 13:20
What does the VIX formula measure and how does it work? — CQM 552111
nov 2 '11 at 12:15
What data sources are available online? — fundamentals 12
oct 30 '11 at 4:16
Evaluating automated trading strategies: accepted practice — Darren Cook 570312
oct 29 '11 at 13:51
Where are creation units baskets for ETFs published? — Valko Sipuli 1313
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