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jun 18 '11 at 17:15

Alternate money management strategies to Kelly? — babelproofreader 1,07728

jun 4 '11 at 12:12

(post deleted or otherwise unavailable) — hhh 32017

jun 4 '11 at 1:11

How do I eliminate developed currency funding cross rate risk in an EMFX position? — Thomas Browne 237111

may 31 '11 at 13:23

Question about equations and risk factors. — balteo 31227

may 28 '11 at 16:50

Why are options trades supposed to be delta-neutral? — nicolas 36116

may 24 '11 at 0:14

Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation? — Jonathan Shore 55125

may 22 '11 at 17:09

Mass Market Data Source — Matt Bell 834

may 22 '11 at 9:29

Recommendation for a library to calculate the local volatility surface? — Gravitas 627413

may 20 '11 at 12:13

Reliable Economic Data on China — Tuva 1284

may 11 '11 at 8:09

Better understanding of the Datar Mathews Method - Real Option Pricing — Corn 512

may 10 '11 at 16:03

What are some useful approximations to the Black-Scholes formula? — knorv 473412

may 5 '11 at 2:49

European turbo warrants — nonot1 1162

may 1 '11 at 22:14

Free market data (delayed or snapshot) — fabien 1463

apr 29 '11 at 14:29

Any known bugs with Yahoo Finance adjusted close data ? — user508 86949

apr 27 '11 at 21:54

Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY) — Zach 556311

apr 26 '11 at 16:44

What is a good broker for HFT? — Greg 5131410

apr 21 '11 at 14:38

How does return-based analysis calculate expected return of a trading system? — glyphard 2,448214

apr 20 '11 at 0:57

Trade matching versus affirmation — Puneet Lamba 6715

apr 19 '11 at 19:12

British hedge/mutual funds performance comparison website [closed] — QAZ 102

apr 19 '11 at 14:42

(post deleted or otherwise unavailable) — vehomzzz 1052

apr 16 '11 at 22:02

George Soros models — RegDwight 103113

apr 14 '11 at 20:37

Forward Adjusting Stock Prices? — user749 1433

apr 14 '11 at 6:27

Library to solve optimization problems — SRKX♦ 4,749836

apr 13 '11 at 11:17

How do I calculate weighted mean with negative weights? — user722 25317

apr 11 '11 at 2:46

penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$ — amber 1013

apr 9 '11 at 16:41

What is the effect of quant finance on global markets? — blunders 1334

apr 7 '11 at 15:21

Using Black-Scholes equations to “buy” stocks — BioinformaticsGal 1272

apr 7 '11 at 9:26

Availability of machine-readable OCC Infomemos? — SCVirus 635

apr 6 '11 at 21:26

Vanna - any practical uses for risk or pnl attribution purposes? — Andrew 21114

apr 2 '11 at 9:49

Financial Products Markup Language — Kinderchocolate 1284

mar 31 '11 at 14:49

Software for decomposing structured products into plain vanilla products — Ilya 761214

mar 30 '11 at 16:32

Time-series similarity measures — user672 21617

mar 27 '11 at 16:16

(post deleted or otherwise unavailable) — John Manak 1011

mar 25 '11 at 23:21

What are the main limitations of Black Scholes? — Beatrice 247110

mar 25 '11 at 15:36

Covariance for arbitrarily large portfolios — Owe Jessen 591210

mar 25 '11 at 12:56

Mersenne twister random number generator in Java for Monte Carlo Sim. — pd123 545

mar 19 '11 at 18:08

When to shut down a trend following strategy? — Rich C 54339

mar 16 '11 at 22:01

Are public historical time series available for ratings of sovereign debt? — Karol Piczak 99931022

mar 13 '11 at 4:37

Do low volatility stocks outperform high volatility stocks over the long run? — Ralph Winters 64427

mar 11 '11 at 21:51

Methods for pricing options — amr 1414

mar 10 '11 at 14:01

How fast is QuickFix ? — murrekatt 21614

mar 9 '11 at 22:32

Python library for Portfolio Optimization — philippe 34823

mar 8 '11 at 3:40

How does UBS hedge its exposure to XVIX ETN? — Allen 1032

mar 2 '11 at 2:45

illiquid american options pricing — RockScience 834315

feb 26 '11 at 18:19

Price of Brent versus West Texas Intermediate — John Zwinck 1032

feb 24 '11 at 23:48

estimating the accuracy of a method for forecasting the distribution — phil 1622

feb 24 '11 at 15:03

How do I incorporate time-variability in a pair trading framework? — c00kiemonster 23314

feb 23 '11 at 16:02

Need advice on finding forward spot rates — slandau 1134

feb 23 '11 at 8:22

How would you test the hypothesis “There are no idiosyncratic returns available in the market”? — Patrick Burns 1,60925

feb 21 '11 at 19:36

What SABR $\beta$ to use for EURIBOR swaption smiles — ldnquant 58145

feb 21 '11 at 11:06

Technology stack used in Bloomberg — NPE 73126

feb 16 '11 at 0:49

Digital Signal Processing in Trading — bill_080 2,6821313

feb 14 '11 at 16:39

Correlation skew mapping — Brian B 6,093624

feb 14 '11 at 15:54

System Development / Optimization — Joshua Chance 780313

feb 14 '11 at 0:33

Correlation between prices or returns? — Milktrader 313214

feb 13 '11 at 7:13

How should I store tick data? — Tim 1333

feb 12 '11 at 19:13

Option trading API other than Interactive Brokers — Dragan Chupacabric 1535

feb 11 '11 at 16:43

Statistical learning libraries — Zarbouzou 1,140415

feb 10 '11 at 14:32

Is variable binning a good thing to do? — Joshua Ulrich 1,6562621

feb 10 '11 at 2:06

What is the “delta” option quoting convention about? — barrycarter 785412

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