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.
|Type to find tags:|
|spx× 10||standard-deviation× 11||stationarity× 23||statistical-finance× 23|
The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, den…
|stochastic× 9||stochastic-calculus× 120|
widely used in finance since it is about decision taking in a random environment. Option replication, portfolio construction, intraday trading are typical applications of stochas…
|stochastic-discount× 10||stochastic-processes× 153||stochastic-volatility× 58|
||stress-testing× 7||structured-credit× 3|
|swaption× 17||synthetic× 4||
An active management portfolio strategy that rebalances the percentage of assets held in various categories in order to take advantage of market pricing anomalies or strong market sectors.
forecast the prices direction based on the past market data study.
||term-structure× 11||testing× 13|
||tick× 6||tick-data× 33|