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1d ago
How do I compare implied and historic volatility? — Thomas Browne 237111
2d ago
Law of an integrated CIR Process as sum of Independent Random Variables — TheBridge 2,225722
may 17 at 8:43
Parameter estimation of Ornstein–Uhlenbeck and CIR processes — Lisa Ann 1467
may 15 at 20:36
How do you evaluate a covariance forecast? — shabbychef 1,111519
may 13 at 10:22
rugarch: Joint estimation leads to different results — Stat Tistician 18
may 13 at 10:22
How to estimate the following model? — Stat Tistician 18
apr 25 at 9:08
What books should any quantitative portfolio manager or risk manager have as reference? [closed] — Quant Guy 7,5311347
apr 24 at 14:01
How to combine multiple trading algorithms? — siamii 244111
apr 19 at 23:10
Can you replicate an option on an arbitrary basket of stocks? — Tom Tucker 21816
apr 7 at 1:09
Is the Interactive Brokers API suitable for hft? — user40 829822
mar 31 at 13:42
Are BSDE's used in practice? — quasi 68116
mar 18 at 22:40
What is the expected return I should use for the momentum strategy in MV optimization framework? — Jason 535
mar 18 at 15:55
At what point does someone using technical analysis become a Quant? — Marco Demaio 1506
mar 16 at 13:17
How to annualize Sharpe Ratio? — David 6614
mar 14 at 22:39
Copula models and the distribution of the sum of random variables without Monte Carlo — Richard 1,344113
mar 7 at 19:26
Volatility pumping in practice — vonjd 6,3091658
mar 4 at 20:38
How do different methods and techniques used in pairs trading compare? — silencer 391110
feb 16 at 21:02
How credible is Knight pointing the finger at Rule 107C? — jeff m 41810
feb 15 at 6:22
Could banks move to continuous (rather than overnight) funding? — Phil H 76829
feb 11 at 17:28
How do you characterize dividends for equity options? — Brian B 6,013624
jan 30 at 21:02
How to forecast expected volatility from high-frequency equity panel data? — Tal Fishman 6,74021154
jan 30 at 16:07
How to detect structural breaks in variance? — Dail 20419
jan 29 at 4:25
Empirical or theoretical quant insights that have shaped your thinking? — Quant Guy 7,5311347
jan 27 at 14:14
Simulating Returns — Owe Jessen 591210
jan 15 at 17:04
How do we use option price models (like Black-Scholes Model) to make money in practice? — nkhuyu 2256
jan 5 at 20:36
Cross Currency Swap Pricing in nowadays environment — TheBridge 2,225722
jan 5 at 18:26
Is there an all Java options-pricing library (preferably open source) besides jquantlib? — colin 594
dec 28 at 22:25
Why is the ratio of Hi-Low range to Open-Close range close to 2? — jla 533
dec 27 at 10:09
What is the precision of standard deviation estimates with small samples? — SRKX♦ 4,729836
dec 25 at 18:18
What are the best Journals & Conferences in Quantitative Finance? — user815423426 1935
dec 17 at 2:00
Keeping a track record honest — barrycarter 785412
dec 17 at 1:55
What approaches are there for stress testing a portfolio? — dsm 1536
dec 12 at 1:27
Formal proof for risk-neutral pricing formula — SRKX♦ 4,729836
dec 10 at 16:58
Why are GARCH models used to forecast volatility if residuals are often correlated? — kaybenleroll 29729
dec 9 at 10:28
George Soros models — Ilya 761214
dec 5 at 7:50
Issues when considering a quantitative trading/finance firm — James Davidoff 1744
oct 24 at 1:17
How to update an exponential moving average with missing values? — Steve 1,022415
oct 21 at 20:52
Reference request: Survey article on GPU in Finance — Nicolas Essis-Breton 1686
sep 30 at 5:45
Solving Path Integral Problem in Quantitative Finance using Computer — Graviton 41759
sep 29 at 10:35
How does one measure the effect of latency on potential returns? — Jonathan Evans 1447
sep 26 at 22:48
Free intra-day equity data source — kefeizhou 1626
sep 20 at 18:23
How does UBS hedge its exposure to XVIX ETN? — BobJones 835
sep 17 at 13:01
Role of skewness in portfolio optimization? — amber 1013
sep 10 at 16:56
Quantitative Analysis Games on Investing? — hhh 32017
sep 7 at 15:27
How can higher co-moments be applied to portfolio optimization in an asset allocation context? — Suminda Sirinath Salpitikorala 36919
sep 5 at 0:45
Is the stock price process a martingale or a Markov process? — Andrei 1837
aug 15 at 0:01
portfolio optimisation with VaR (or CVaR) constraints — RockScience 834315
aug 10 at 23:27
What are some computational bottlenecks that quants face? [closed] — Chad Brewbaker 24113
aug 10 at 23:27
Is Arithmetic Return Bias Basis of Low Vol Anomaly? — vonjd 6,3091658
jul 28 at 16:36
statistical arbitrage option overlay strategies / volatility trading — Quant Guy 7,5311347
jul 23 at 20:44
Exploiting breakdowns in correlation of estimated volatility — strimp099 996210
jun 27 at 14:39
Is there a standard method for quantifying mean-reversion for use in directional trading? — Joshua Chance 780313
jun 24 '12 at 5:08
How to account for transaction costs in a simulated market environment? — Stian 656
jun 9 '12 at 7:21
How does one analyze diversification if stock prices follow a Cauchy distribution? — Searke 1534
jun 4 '12 at 15:08
Is there an open source alternative to Reuters Kondor+? — Hang 612
jun 3 '12 at 16:03
Is it ever possible that---because of illiquidity---exercising an out-of-the-money option is better than directly buying the stock? — olchauvin 1514
jun 3 '12 at 12:23
When do Finite Element method provide considerable advantage over Finite Differences for option pricing? — Alexey Kalmykov 1,741417
may 22 '12 at 2:13
What are the effects of turning a backed currency into a fiat currency? — David Perry 1855
may 14 '12 at 2:53
What are the main limitations of Black Scholes? — Beatrice 247110
may 9 '12 at 18:35
What tools exist for order book analysis and visualization? — Louis Marascio 1,682531
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