Help Center > Badges

 Student Asked first question with score of 1 or more.

This badge has been awarded 800 times. Recently awarded to:
11h ago
How to calculate the conditional variance of a time series? — user5556 111
22h ago
Why Drifts are not in the Black Scholes Formula — CodeNoob 1161
1d ago
At what volume would you move the price at the opening auction? — user2078515 162
jun 15 at 20:06
Why using 3 months forward to hedge fx risk on a fund of funds portfolio? — humble.jok 334
jun 13 at 20:21
Which prices to use to compute realized volatility? — Ilya 61
jun 12 at 15:02
Black-Scholes PDE to heat equation, nonconstant coefficients — user5525 211
jun 7 at 20:37
Block Bootstrapping Relative Returns — Amir Sani 185
jun 6 at 15:44
Creditworthiness indicator for copula one-factor model — Karusmeister 112
jun 6 at 14:53
Central Index Key (CIK) of all traded stocks — Jean 1011
jun 6 at 11:13
Futures Contract Fair Values Accuracy — mrkre 213
jun 6 at 5:28
Dynamic hedging strategy example — Shyam 1384
jun 4 at 10:11
Why does Black-Scholes equation hold on continuation region of American Option? — Mikhail Norshteyn 313
jun 3 at 17:09
FRA-Strategy: Make 3-month and 1-year Excess returns comparable — Alex Schmitt 111
jun 2 at 19:17
Data sources for financials of global equities — Doggie52 1072
jun 1 at 19:15
How is the GDP Deflator calculated in practice? [closed] — jesterII 51
jun 1 at 12:54
Presenting Back Test Results [closed] — dgmattam 81
jun 1 at 6:49
Any one know how to implement the Heston and Rouwenhorst country-sector effects regression in R? — FinanceDude 111
may 31 at 14:47
Standard Assumption Terminology — William 162
may 30 at 18:09
How do you explain the volatility smile in the Black-Scholes framework? — Gracchus 1487
may 30 at 18:09
How long do serious market makers in US stocks hold their positions [closed] — user5454 41
may 28 at 15:13
What is the difference between a recovery swap and a CDS? — kbok 1113
may 27 at 21:22
What is lagged interest rate? — aukie 1183
may 27 at 12:52
What does the prefix PX stand for on a Bloomberg Terminal? — user2397817 141
may 26 at 6:30
IB TWS & API, without IB account? — Clark 82
may 26 at 6:30
R Outputs from Johansen test. Linear combination still not stationary? — Haoying Meng 61
may 25 at 15:29
Papers about risk managment in algorithmic trading systems? — user5414 261
may 24 at 18:05
LIBOR Rates available in CSV, XML etc — marchaos 1082
may 23 at 20:39
Are there any good benchmarks for performance of vanilla option pricing code? — BD at Rivenhill 1183
may 23 at 10:39
Discount of Asian vs European vols — blank duck 161
may 21 at 16:13
Cointegration tests — user1608941 61
may 19 at 13:59
Replicating strategy in the Black-Scholes model — Mark 162
may 19 at 2:49
Market Exposure and Hedging — NewAlgo 62
may 18 at 18:52
Optimal mortgage rate strategy — Xodarap 1162
may 17 at 13:19
pricing of heat rate-linked derivative — yita17 232
may 16 at 10:25
How to prove that markets are incomplete under the Stochastic Volatility model? — BillMJ 261
may 15 at 9:27
Overnight Index Swaps — Quantless wonder 161
may 13 at 11:02
Covariance of brownian motion and its time average — zebullon 233
may 12 at 23:33
(post deleted or otherwise unavailable) — Jani Kovacs 263
may 12 at 19:22
mean variance minimizer — george 61
may 12 at 19:22
Distribution of profit/loss for retail traders in FX — Alexander Chervov 905
may 10 at 12:54
knowing the order of GARCH model — Ashenafi 161
may 9 at 19:59
How does the CME set margin requirements on commodity Futures — Brandon Ogle 111
may 9 at 9:36
Proxy for Expected Economic Growth — tragen907 61
may 8 at 21:18
(post deleted or otherwise unavailable) — enthdegree 1011
may 8 at 6:53
Best way to store hourly/daily options data for research purposes — sashkello 1337
may 7 at 4:13
Rate Distortion Minimization in a Python Clustering Algorithm — Factor3 513
may 6 at 8:57
How to test the efficiency of Exponential Moving Averages as a trading startegy? [closed] — user5257 11
may 5 at 20:14
Event studies using revenue data vs. measuring abnormal returns — Malthus 111
may 5 at 16:53
Quant/Stat Factor Performance Website/Distribution? — Gene 162
may 4 at 22:08
Analyze raw tick data — user1025852 1112
may 4 at 22:08
Portfolio insurance with a coherent risk measure (CVaR) — Najibeh Sadati 111
may 3 at 23:04
What does it mean to adjust for short-run liquidity in finding risk-free rate of return — Puneet Arora 111
may 3 at 17:37
Interpolate option volatility in delta space in R — Alex 1184
may 2 at 20:09
How to determine ratios for mean-reverting basket — user939259 162
may 2 at 6:49
Call vs. Put Option — Remus Stanescu 213
may 1 at 21:37
Data feed API that uses REST? — B Seven 23413
apr 30 at 16:18
Bond curve extrapolation — lemarin 1263
apr 29 at 9:33
Black Scholes Formula for Collar Option — Geraldine 61
apr 28 at 19:38
Philips-Ouliaris test for cointegration — anonymous 111
apr 28 at 11:45
analyze strategy performance with given matrix of weights/time and weekly returns in R — eccehomo 92
1 2 3 4 5 … 14