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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Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.
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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[Think of it as insurance. When people decide to hedge, they are insuring themselves against a negative event. This doesn't prevent a negative event from happening, but if it does happen and you're pr…
Value at Risk, a widely used risk measure of the risk of loss on a specific portfolio of financial assets.
|yield-curve× 63||swaps× 60|
generally speaking the way markets are organized at the impact of there structure on the price formation process.
|econometrics× 59||risk-neutral-measure× 58|
|mathematics× 58||models× 57||reference-request× 57||forecasting× 57|
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
|simulations× 55||portfolio-optimization× 55|
often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
the process of taking in inputs such as market data, current news, and producing orders without human intervention.
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…
Numerical computing environment developed to allow matrix manipulations, plotting of functions and data and implementation of algorithms.
A measure of the degree of linear association between a pair of random variables.
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…
|option-strategies× 44||forward× 43||asset-pricing× 43||beta× 43|