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Nov
20
reviewed No Action Needed Computing the expected stock growth rate
Nov
20
answered Are there references about liquidation, transaction, market impact costs in portfolio optimization
Nov
20
comment open problems in mathematical finance
I think we can keep the question here
Nov
20
reviewed No Action Needed Calculating the volatility for Black Scholes
Nov
17
reviewed Leave Open Clever ways of “summarising” the equity fund universe
Nov
17
reviewed No Action Needed Portfolio construction for signals of varying time scales?
Nov
14
reviewed No Action Needed Two-period pricing of a European put via riskless portfolio
Nov
14
reviewed No Action Needed Motivation for hedging volatility using VIX ETNs
Nov
13
reviewed No Action Needed Currency risk USD>EUR>EGP
Nov
11
reviewed No Action Needed delta hedging strategy for OTM option
Nov
11
reviewed No Action Needed Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options
Nov
11
reviewed No Action Needed What can I use to measure of diversification?
Nov
11
comment How to calculate unsystematic risk?
just a point, your 'unsystematic' risk is usually termed 'idiosyncratic' risk.
Nov
11
answered Smoothing factor of Exponential Moving Average
Nov
11
comment How difficult/easy it is to migrate from CME FAST to CME MDP3.0?
I'm voting to close this question as off-topic because it is not related to quant finance but to IT
Nov
11
comment Order ID or Broker information from TAQ or Limit Order book?
no, you have to implement an algorithm assuming for instance that as far as the timestamps are "close enough" and prices compatibles, it is part of a large marketable order consuming several resting orders in the book. It the market is fragmented it is more difficult...
Nov
11
reviewed No Action Needed 2-step estimation of DCC GARCH model in Python
Nov
11
reviewed No Action Needed Modified or Macauley Duration in python
Nov
11
reviewed No Action Needed Basic Metrics for Option Trading Limits
Nov
11
reviewed No Action Needed Listed companies on NASDAQ