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This badge has been awarded 204 times. Recently awarded to:
jun 14 at 21:45
How to estimate the probability of drawdown / ruin? — pteetor 1,262418
may 22 at 10:44
How do you estimate the volatility of a sample when points are irregularly spaced? — Brian B 6,183624
may 15 at 4:51
Is my trading strategy search methodology sound? — Tal Fishman 6,76521354
may 9 at 15:48
How does volatility affect the price of binary options? — Brian B 6,183624
may 4 at 21:12
Evaluating automated trading strategies: accepted practice — Shane 5,13812544
apr 24 at 1:27
Resources for finding scholarly research on topics in quantitative finance? — Olaf 26615
apr 18 at 4:56
What programming languages are most commonly used in quantitative finance? — jordan.baucke 385213
apr 10 at 8:40
Software for backtesting outside strategies (CSV transaction upload) — Joshua Ulrich 1,6712621
apr 10 at 8:05
Video lectures and presentations on quantitative finance — ZAxisMapping 82947
apr 8 at 20:53
How should I calculate the implied volatility of an American option in a real-time production environment? — onlyvix.blogspot.com 71829
apr 2 at 21:39
Correlation between prices or returns? — Patrick Burns 1,61925
apr 2 at 7:05
Do markets typically fall fast, and rise slowly — Bob Jansen 1,2071622
apr 2 at 6:09
Any known bugs with Yahoo Finance adjusted close data ? — user508 86949
mar 31 at 13:42
Black-Scholes and Fundamentals — vonjd 6,4091658
mar 31 at 3:41
What is the difference between Option Adjusted Spread (OAS) and Z-spread? — SRKX♦ 4,788836
mar 25 at 13:51
Is the stock price process a martingale or a Markov process? — Tal Fishman 6,76521354
mar 12 at 15:17
Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence — ldnquant 58145
mar 12 at 2:41
Why is C++ still a very popular language in quantitative finance? — vonjd 6,4091658
mar 11 at 22:46
Paradoxes in quantitative finance — vonjd 6,4091658
mar 9 at 23:11
Paradoxes in quantitative finance — TheBridge 2,245823
mar 2 at 14:02
How to annualize Sharpe Ratio? — Tal Fishman 6,76521354
feb 24 at 23:53
Why do high frequency traders use rapidly cancelled limit orders? — Louis Marascio 1,682531
feb 23 at 18:51
Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX? — Louis Marascio 1,682531
feb 20 at 8:57
Efficiently storing real-time intraday data in an application agnostic way — Rich C 54339
feb 20 at 7:57
Why do we use GARCH(1,1) to predict volatility? — Matt Wolf 6,2081317
jan 27 at 22:39
Switching from C++ to R - limitations/applications — gappy 1,988522
jan 27 at 12:54
What data sources are available online? — Andrey Taptunov 1,419618
jan 17 at 18:02
How to design a custom equity backtester? — babelproofreader 1,07728
jan 16 at 18:54
How to detect regime change when estimating asset correlation from historical time series? — Quant Guy 7,5541347
jan 15 at 17:04
How do we use option price models (like Black-Scholes Model) to make money in practice? — vonjd 6,4091658
dec 29 at 10:43
Switching from Matlab to Python for Quant Trading and Research — ZAxisMapping 82947
dec 20 at 6:04
Is MATLAB-generated code good enough for use in live trading? — Matt Wolf 6,2081317
dec 13 at 6:19
Empirical or theoretical quant insights that have shaped your thinking? — Quant Guy 7,5541347
dec 12 at 1:17
Is a linear combination of GARCH processes also a GARCH process? — John 1,684312
dec 11 at 6:00
How are correlation and cointegration related? — mpiktas 27135
dec 5 at 7:45
What is Ito's lemma used for in quantitative finance? — SRKX♦ 4,788836
nov 29 at 15:29
Recommendations for books to understand the math in quantitative finance papers? — Quant Guy 7,5541347
nov 28 at 0:46
Are there any good tools for back testing options strategies? — Shane 5,13812544
nov 26 at 19:01
Monte carlo methods for vanilla european options and Ito's lemma. — TheBridge 2,245823
nov 15 at 12:52
How to update an exponential moving average with missing values? — chrisaycock♦ 5,21221357
nov 13 at 2:19
Is there any good research on support and resistance? — bill_080 2,6821313
nov 12 at 15:18
How credible is Knight pointing the finger at Rule 107C? — user508 86949
nov 12 at 15:18
How are limit orders selected from the order book? — chrisaycock♦ 5,21221357
oct 9 at 11:57
When to use Monte Carlo simulation over analytical methods for options pricing? — Brian B 6,183624
oct 3 at 4:26
Multilayer Perceptron (Neural Network) for Time Series Prediction — lehalle 1,723417
oct 1 at 13:31
How to optimally allocate capital among trading strategies? — Joshua Ulrich 1,6712621
sep 28 at 17:09
Why does the adjusted closing price take into account dividends? — chrisaycock♦ 5,21221357
sep 3 at 17:04
Why is C++ still a very popular language in quantitative finance? — Jason 1312
aug 22 at 22:40
Option pricing before Black-Scholes — markbruns 33715
aug 21 at 20:32
Python library for Portfolio Optimization — philippe 34823
aug 20 at 7:01
How to identify technical analysis chart patterns algorithmically? — NPE 73126
jul 25 at 9:09
How does one measure the effect of latency on potential returns? — Ryogi 1,837619
jul 10 '12 at 23:53
Trading a stock (or other asset) based on Bollinger Bands. — chrisaycock♦ 5,21221357
jun 28 '12 at 19:50
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework? — Vishal Belsare 46229
jun 22 '12 at 7:22
What concepts are the most dangerous ones in quantitative finance work? — TheBridge 2,245823
jun 19 '12 at 16:31
Why is the ratio of Hi-Low range to Open-Close range close to 2? — JL344 57126
may 23 '12 at 2:03
R: How feasible is it to store — and work with — tick data in a database connected to R? — Christoph Glur 28125
may 12 '12 at 21:22
How does the “risk-neutral pricing framework” work? — vonjd 6,4091658
may 12 '12 at 3:52
Do binary options make any sense? — ldnquant 58145
may 9 '12 at 9:35
Is the Interactive Brokers API suitable for hft? — Pete 52049
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