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:|
Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.
|historical-data× 70||garch× 70|
|pricing× 69||derivatives× 68||portfolio× 67||
[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× 59||models× 57||brownian-motion× 57|
|risk-models× 56||swaps× 56||greeks× 55||
generally speaking the way markets are organized at the impact of there structure on the price formation process.
|mathematics× 55||forecasting× 53||simulations× 53||risk-neutral-measure× 50|
|reference-request× 50||portfolio-optimization× 50||econometrics× 50||
often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
|factor-models× 48||stochastic-volatility× 48||
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…
A measure of the degree of linear association between a pair of random variables.
|beta× 41||asset-pricing× 41||
the process of taking in inputs such as market data, current news, and producing orders without human intervention.
Market makers provide liquidity to the market by quoting bid and ask prices for most of the time. The pricing in absolute terms is not as important as finding relative mispricing. The market microstru…
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× 41||index× 40|