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:|
|leverage× 9||macro-economics× 9||statistical-finance× 9||value-at-risk× 9|
|yahoo× 9||no-arbitrage-theory× 9||order-handling× 9||put-call-parity× 9|
|price× 8||position-sizing× 8||transaction-costs× 8||skew× 8|
|skewness× 8||spx× 8||log-returns× 8||
are off topic. Please see the FAQ before posting. This site is intended for professionals and academics. Students: questions must be at a Master in Quantitative Finance…
|investing× 8||kalman× 8||history× 8||
High frequency (or ultra high frequency) data cannot be used as continuous regularly sampled time series to build estimators of: volatility, traded volumes, correlations, etc...
The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions …
|credit-risk× 8||delta-neutral× 8||cds× 8|
|basket× 8||benchmark× 7||
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…
|commodities× 7||convertible-bond× 7||floating-rate× 7|
||hullwhite× 7||kurtosis× 7|