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Jan
13
reviewed Reviewed Self study references for a Mathematician
Jan
13
reviewed Reviewed How can I find stocks that have had a X% price swing within Y days, sorted by recency of said swing?
Dec
9
reviewed Reviewed Solving inequality constraint
Dec
9
reviewed No Action Needed Estimating Carma(2,1) parameters (using yuima package)
Dec
9
reviewed No Action Needed Historical book value data for S&P 500
Dec
9
reviewed No Action Needed Probability of reversion for cointegrated variables
Dec
9
reviewed Reviewed Calculating Volatility Parameter using Closing Prices
Dec
9
reviewed Looks OK Calculate theoretical forward price of a stock
Dec
8
reviewed Leave Open Fixed Income Sec: development of UK bond markets relative to the stock market
Nov
26
reviewed No Action Needed Backtesting - can you buy/sell at open and closing prices?
Nov
26
reviewed No Action Needed Good state of the art document about Algo Trading systems
Nov
26
reviewed No Action Needed Is anybody using 13F-HR data for making strategies?
Nov
24
reviewed Reviewed Understanding CAPM, CML, and efficient portfolios
Nov
24
reviewed No Action Needed Deduce expected exposure profile from option/structure delta?
Nov
20
reviewed Reviewed Could you please suggest me the books for Trading System Validation?
Nov
20
reviewed No Action Needed Credit risk terms differences:
Nov
20
reviewed No Action Needed Solving Black Scholes PDE using Laplace transform with barrier up and in, up and out call option
Nov
20
reviewed No Action Needed Computing the expected stock growth rate
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