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:|
|beta× 41||capm× 40||
Excess return per unit of deviation in return.
The calculated approximation of a result which is usable even if input data may be incomplete or uncertain.
a privately held financial software, data and media company headquartered in New York City.
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 …
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…
|distribution× 34||no-arbitrage-theory× 34||pca× 34|
The Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options.
The process of determining the price - the value - of an asset.
Fixed-income instruments whose price depends in large part upon judgments of the creditworthiness of a corporation or government.
|calibration× 31||american-options× 31|
an open-source C++ library for quantitative finance.
|prediction× 29||mean-variance× 29|
|untagged× 29||tick-data× 29||economics× 29||currency× 29|
|martingale× 29||liquidity× 28||binomial-tree× 28||
a computer program that will submit orders to the market. It can be user driven or completely automated.
|database× 27||duration× 25||correlation-matrix× 25||
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…