# All Questions

2answers
30 views

### Initiating new orders with active “order-session” only?

Is it a must to establish "quote-session" & subscribing to quotes/market data before initiating a "New Order-single(Market-GTC)"? I actually can't see any use of quote-session for trading ...
0answers
3 views

### Proxying returns for PE and Alternative Investments

The data for these asset classes don't go back very far. Anyone have any methods to proxy their "index" returns for analysis?
0answers
8 views

4answers
94 views

### Are smart beta and risk parity the same?

So from what I have been reading online, smart beta ETFs aim to use a different type of weighting (instead of by market cap as traditional ETFs like SPY do to track an index) to achieve positive ...
0answers
34 views

### Upper bound for $\mathbb{E^P}[\,Y_t^4\,]$

Question: Suppose $X_t$ is adapted stochastic process satisfying the condition $$\int_{a}^{b}\mathbb{E^P}[\,X_s^4\,]ds<\infty$$ and let $Y_t=\int_{a}^{t}X_s dW_s$, where $W_t$ is a Wiener process ...
4answers
91 views

1answer
36 views

### Expected number of days inside a corridor

Is there a simple (ish) approximation for the expected number of steps a random walk is within a set of bounds over a given time period? - in particular if i presume log normal and constant vol. If i ...
1answer
22 views

### Yield Curve Movement: Risk/Reward versus Safe Haven Demand & Monetary Policy Expectations

UK leaves Europe, credit rating get's downgraded. High uncertainty, higher perceived risk - based on just risk/reward, would expect yields on UK debt to increase. They did the opposite. UK government ...

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