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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|risk-models× 39||arbitrage× 39||hedging× 38||forecasting× 37|
often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
A theoretical framework for analyzing investment portfolios based on their expected return and risk.
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Value at Risk, a widely used risk measure of the risk of loss on a specific portfolio of financial assets.
The prioritized list of resting orders held by the exchange. Each limit order represents an obligation to buy or sell. The most common type of order book is prioritized first by price and them by time…
|portfolio× 30||simulations× 29|
|yield-curve× 29||swaps× 27||
generally speaking the way markets are organized at the impact of there structure on the price formation process.
A measure of the degree of linear association between a pair of random variables.
An investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investors risk tolerance, goals and investment …
The calculated approximation of a result which is usable even if input data may be incomplete or uncertain.
a market-neutral trading strategy enabling traders to profit from virtually any market conditions: uptrend, downtrend, or sideways movement. This strategy is categorized as a statisti…
|variance× 25||market× 25||
Algorithms that allow computers to evolve behaviors based on empirical data. Approaches include genetic programming, artificial neural networks, decision trees, support vector machines, and cluster a…
The Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options.
|econometrics× 23||historical-data× 23||index× 23|