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:
× 68
The calculated approximation of a result which is usable even if input data may be incomplete or uncertain.
× 66 × 66
often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
× 65
an open-source C++ library for quantitative finance.
× 65
Excess return per unit of deviation in return.
× 64
A measure of the degree of linear association between a pair of random variables.
× 64 × 62
× 62 × 59
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…
× 58
× 58
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…
× 57 × 57 × 55
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…
× 54
× 54 × 54 × 52
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 …
× 52
× 52 × 52 × 52
The Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options.
× 50
The process of determining the price - the value - of an asset.
× 49 × 49 × 48
A type of stochastic volatility model developed by associate finance professor Steven Heston in 1993 for analyzing bond and currency options. The Heston model is a closed-form solution for pricing opt…
× 48
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…
× 48 × 46 × 45 × 44
× 43 × 42 × 42
Fixed-income instruments whose price depends in large part upon judgments of the creditworthiness of a corporation or government.
× 41
a multivariate distribution with uniform marginal distributions. Copulas are mostly used to represent/model the structure of dependence between random variables, separately from the margin…