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11h ago
How to estimate a multivariate GJR or TARCH model in Eviews? — Lilly-Ann 162
1d ago
R code for Ornstein-Uhlenbeck process — Add 33616
2d ago
Estimation of Geometric Brownian Motion drift — Juergen 534
may 19 at 4:54
Are there comprehensive analyses of theta decay in weekly options? — CQM 552111
may 18 at 20:53
Earnings and valuation data sources online — Zach 556311
may 17 at 3:11
What are the common trading systems for hedge fund automated trading? — zaestau 73
may 13 at 21:20
portfolio optimisation with VaR (or CVaR) constraints — RockScience 834315
may 12 at 17:16
How does an option's time value depend on moneyness? — kamikaze_pilot 22616
may 10 at 7:12
What programming language is best suited for implementing DeMark? — Milktrader 313214
may 9 at 17:08
How to annualize intra-day volatility on minute data? — Suminda Sirinath Salpitikorala 36919
may 8 at 23:49
How to annualize log returns? [closed] — galmani 11
may 5 at 0:08
How to get greeks using Monte-Carlo for arbitrary option? — Alexey Kalmykov 1,741417
apr 29 at 11:29
How do different methods and techniques used in pairs trading compare? — silencer 391110
apr 28 at 20:03
How can I estimate the degrees of freedom for a Student's T distribution? — fariz 392
apr 28 at 18:27
What are the advantages of switching platforms/languages between strategy development and implementation? — Tal Fishman 6,74021154
apr 26 at 15:27
Is there any theoretical basis for pattern-recognition strategies? — EMP 21716
apr 22 at 19:52
Who cares about autocorrelation? — Milktrader 313214
apr 20 at 13:19
At what point does someone using technical analysis become a Quant? — Marco Demaio 1506
apr 18 at 20:57
How do you evaluate a covariance forecast? — shabbychef 1,111519
apr 17 at 11:03
Why a self-financing replicating portfolio should always exist? — Roman 31939
apr 15 at 10:54
How to simulate stock prices with a Geometric Brownian Motion? — user1690846 1196
apr 11 at 20:57
How do I compare implied and historic volatility? — Thomas Browne 237111
apr 9 at 19:15
What is a “coherent” risk measure? — Dimitris 432310
apr 7 at 18:36
Bootstrapping spot rates from treasury yield curve — qfin_newguy 654
apr 5 at 22:56
How many explanatory variables is too many? — Tal Fishman 6,74021154
mar 31 at 22:42
Exercising an American call option early — dplanet 1001
mar 26 at 14:51
How to encode trading strategies mathematically — vonjd 6,3091658
mar 25 at 18:18
Black Scholes and Monte Carlo implementations in Java [duplicate] — colin 594
mar 21 at 12:11
Garch modelling on Stata — Ryan 142
mar 21 at 9:35
How to get list of all CUSIPS/ISIN? — wrick 963
mar 19 at 4:21
How we can forecast stock prices using chaos theory? — Egalitarian 1392
mar 19 at 0:30
What are the main differences between discrete and continuous time models when modeling asset price dynamics? — snth 1615
mar 18 at 17:25
What causes the call and put volatility surface to differ? — Jeffrey 333
mar 18 at 9:35
How to perform risk factor calculation? — Steve 1,022415
mar 15 at 14:01
What is a self-financing and replicating portfolio? — Roman 31939
mar 13 at 16:25
Cluster analysis vs PCA for risk models? — chrisaycock♦ 5,26021357
mar 13 at 12:34
How to estimate probability of default from bond prices? — SpeedBoots 41026
mar 13 at 11:34
Why hold options when you can dynamically replicate their payoff? — Andrei 1837
mar 13 at 3:53
Which algorithm should I look into to kick off my research in algorithmic trading? [closed] — k9ty 316
mar 12 at 17:32
What is a real world example of negative forward interest rate? — AD. 1314
mar 12 at 16:17
robust portfolio optimization re-balancing with transaction costs — Quant Guy 7,5311347
mar 11 at 20:45
Why do some people claim the delta of an ATM call option is 0.5? — ladz 465
mar 10 at 10:07
Fundamental Theorem of Asset Pricing (FTAP) — TheBridge 2,225722
mar 8 at 2:07
How can I learn about the quantitative aspects of market making in illiquid single stock options? — Soham 1484
mar 6 at 9:00
Is Visual Basic a fast enough for millisecond orders — CQM 552111
mar 5 at 17:33
What is the reason for the convexity adjustment when pricing a constant maturity swap (CMS)? — Richard H 21316
mar 5 at 16:48
Easiest and most accessible derivation of Black-Scholes formula — vonjd 6,3091658
mar 5 at 13:38
How does the “risk-neutral pricing framework” work? — Jack Kada 23727
feb 28 at 21:01
Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors? — Quant Guy 7,5311347
feb 28 at 11:59
How do I estimate convergence in monte carlo methods? — Julien 313
feb 28 at 11:49
Is there any good research on support and resistance? — Ilya 761214
feb 21 at 13:40
using quantlib function in my c++ program — quant_in_making 272
feb 20 at 14:12
Formal proof for risk-neutral pricing formula — SRKX♦ 4,729836
feb 20 at 4:02
How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”? — Dzidas 313
feb 20 at 0:16
How to build a mean reverting basket? — Victor P 353110
feb 12 at 22:01
Is my trading strategy search methodology sound? — David 1316
feb 11 at 1:04
Transformation from the Black-Scholes differential equation to the diffusion equation - and back — vonjd 6,3091658
feb 10 at 2:01
Why is an inverted yield curve a problem? — Aarthi 21817
feb 8 at 0:32
Is there any thing out there as a substitute for KDB? — Fenix Chen 373
feb 7 at 22:07
Monthly data for popular indices (constituents). — Terco 419311
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