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This badge has been awarded 44 times. Recently awarded to:
may 21 at 11:38
characterization of coherent risk measures — Ilya 761214
may 16 at 2:03
Threshold calculation for buying a mean-reverting asset — pteetor 1,252417
apr 24 at 11:06
How is the MESA sine wave calculated? — acheong87 21514
mar 27 at 17:18
How to reactivate a risk mangement rule in an automated process — IharS 20615
mar 24 at 0:03
Why the implied volatilities calculated are so different — phi 33028
feb 17 at 13:24
Why does the future price dominate the forward price and why doesn't the long rate fall? — bonCodigo 1548
feb 4 at 10:50
Yield Curve construction [duplicate] — Phil H 76829
dec 14 at 23:50
Kalman Filter Equity Example — Jozo Leko 11
nov 13 at 19:56
Optimal Position Size with Transaction Costs given Forecast Mean and StDev — montyhall 175
nov 4 at 5:49
(post deleted or otherwise unavailable) — Jase 398111
oct 31 at 7:29
Conditional or unconditional volatility? — vanguard2k 65511
oct 27 at 12:23
Volatility models using Rugarch — Alexey Kalmykov 1,741417
aug 29 at 4:05
St Petersburg lottery pricing & short investing horizons — jlowin 4147
aug 27 at 6:59
Question on OIS and fed funds rate — jleahy 1214
jul 9 at 2:16
Usage of NoSQL storage in Finance — Darren Cook 570312
may 11 '12 at 19:07
Are there any valuation models of securities that use hyperbolic discounting? — Bob Jansen 1,1421622
apr 18 '12 at 1:58
References for developing an automated trading system? — lehalle 1,713417
apr 16 '12 at 16:33
(post deleted or otherwise unavailable) — strimp099 996210
dec 22 '11 at 4:38
(post deleted or otherwise unavailable) — Quant Guy 7,5311347
oct 15 '11 at 1:04
How can one determine approximately what percentage of options trades are buyer-initiated vs. seller-initiated? — Ryogi 1,827619
sep 28 '11 at 19:31
(post deleted or otherwise unavailable) — David Nehme 269212
sep 28 '11 at 15:46
What tools are used to numerically solve differential equations in Quantitative Finance? — Derek Ploor 3131210
sep 13 '11 at 7:18
How much data is needed to validate a short-horizon trading strategy? — Nathan Howell 1013
sep 8 '11 at 15:29
What is the most effective way of determining & measuring the level of HFT activity in a stock in (close to) real time? — Louis Marascio 1,682531
aug 20 '11 at 20:29
What are some examples of non-financial risks and contingency plans? — Feral Oink 241111
aug 8 '11 at 23:01
(post deleted or otherwise unavailable) — Ari B. Friedman 22117
aug 7 '11 at 20:00
What is the role of Credit Valuation Adjustment (CVA) desks in investment banks? — Amit G 1011
aug 4 '11 at 21:09
How do I calculate the skewness of a portfolio of assets? — Tal Fishman 6,74021154
jun 8 '11 at 2:15
How to estimate a multivariate GJR or TARCH model in Eviews? — richardh♦ 3,025519
jun 5 '11 at 22:04
(post deleted or otherwise unavailable) — Thomas Browne 237111
may 18 '11 at 14:37
Looking for a recommendation for a real life volatily trading book. — Greg 5131410
apr 25 '11 at 23:09
Why are GARCH models used to forecast volatility if residuals are often correlated? — Tangurena 4021411
apr 17 '11 at 16:07
Are two identical time series cointegrated? — akaphenom 1012
apr 14 '11 at 7:07
How to determine if one player moved a price — SRKX♦ 4,729836
apr 7 '11 at 2:36
What are the popular methodologies to minimize data snooping? — zweiterlinde 1032
mar 6 '11 at 0:08
Main backtesting & trading solutions: QuantFactory, Deltix, etc. — Daniel Plaisted 1012
feb 14 '11 at 7:29
How should I store tick data? — Joshua Ulrich 1,6562621
feb 8 '11 at 3:04
Model Validation Criteria — chrisaycock♦ 5,26321357
feb 7 '11 at 13:49
The Application of Quantitative Finance in Sports Betting — vonjd 6,3091658
feb 4 '11 at 17:58
What kind of basic framework or application do you use to run your trading algorithms? — Arjen Kruithof 463413
feb 1 '11 at 19:03
How do I price OANDA box options? — Shane 5,09812444
feb 1 '11 at 0:03
Concentration risk in credit portfolio — goric 283211
jan 31 '11 at 21:33
What is the “delta” option quoting convention about? — olaker♦ 2,30321330
jan 31 '11 at 21:13
What are some good technical and non-technical books for a math lover to get in to quantitative analysis? [closed] — Michael Pryor 1015