A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
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options× 177
A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.
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volatility× 124
A measure of the variation in price over time. Also a measure of the risk of a financial instrument.
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time-series× 110
A sequence of events measured at uniform intervals of time.
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option-pricing× 103
Questions about models for the valuation of option contracts.
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equities× 95
Shares of stock traded in a stock market. Equities represent the residual claim or interest of the most junior class of investors in assets, after all liabilities are paid.
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data× 88
Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
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interest-rates× 79 |
quant-trading-strategies× 79
Quantitative trading strategies use quantitative signals and a set of predefined systematic rules to make trading decisions. Strategies operate within parameters based on historical analysis (backtes…
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risk× 79
The possibility that a negative event (such as a loss) will happen.
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statistics× 75
The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, den…
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backtesting× 70
The process of evaluating a strategy, theory, or model by applying it to historical data.
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fixed-income× 67
Securities which obligate the borrower/issuer to make payments on a fixed schedule. Fixed income securities include sovereign, corporate and municipal bonds, corporate loans, and securitized lending (…
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trading× 67
Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.
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programming× 66
For questions about programming languages and packages in quantitative finance. Note: question must be specific to quantitative finance and must necessitate knowledge of quantitative finance in order…
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black-scholes× 64
a mathematical model used for pricing options.
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research× 63
For questions citing or requesting references to academic and/or professional research.
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portfolio-management× 60
The professional management of an investment portfolio of various securities (shares, bonds and other securities) in order to meet specified investment goals. The process includes the specification o…
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r× 58
An open source programming language and software environment for statistical computing and graphics.
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automated-trading× 58
The process of using a computer program to place orders to trade securities in financial markets. Typically, these trades are made in exchange-traded instruments, such as listed equities, options, an…
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modeling× 55 |
| correlation× 54 |
implied-volatility× 51
The volatility of the price of the underlying security that is implied by the market price of an option based on an option pricing model.
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risk-management× 50
The identification, assessment, and prioritization of risks, followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortun…
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optimization× 49
The selection of a best element from some set of available alternatives. Typically consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed …
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market-data× 47
Market-data includes all questions relative to data acquisition for the different financial products. It can also include questions about how market data are computed.
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high-frequency× 44
For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
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fx× 42
The foreign exchange market (forex, FX, or currency market) is a global, worldwide-decentralized financial market for trading currencies. Commonly traded instruments include spot, forward, swaps, futu…
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stochastic-processes× 42 |
| returns× 41 |
monte-carlo× 39
Monte Carlo simulation methods uses repeated random experiments to determine results.
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finance× 37 | probability× 37 |
| forecasting× 36 | derivatives× 36 | arbitrage× 35 | hedging× 35 |
