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Nov
20
reviewed No Action Needed Seasonality of Securities & Dummy Variable Regression Analysis
Nov
20
reviewed No Action Needed Comparing Implied Vol. to Historical Vol. using intraday data
Nov
20
reviewed No Action Needed Swaption on a swap with 0 year tenor
Nov
19
reviewed Leave Open open problems in mathematical finance
Nov
19
revised open problems in mathematical finance
Make more wiki like
Nov
19
comment open problems in mathematical finance
I think it fits better here. Mathematical Finance is definitely in scope here. The question doesn't fit that well in the Q&A format though. I'm not aware of an existing Open Problems question so I made this one community wiki.
Nov
19
reviewed Reviewed Early execise of American Call on Non-Dividend paying stock.
Nov
19
comment Can someone explain to me what's snell envelope?
Reverted, thanks to the background you added.
Nov
19
reviewed Reviewed Best known performance of stock prediction algorithms
Nov
19
reviewed No Action Needed Methods or models to predict activity of clients of a bank
Nov
19
reviewed Reviewed Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Nov
19
reviewed Looks OK Proving Derivative Property of Moment-Generating Function
Nov
18
comment Can someone explain to me what's snell envelope?
Agreed with Gordon, the downvote is mine. Please show some effort.
Nov
18
reviewed Reviewed what is exercise frontier in option pricing
Nov
18
comment Efficient construction of binomial tree
I know but this question is quite vague, we have two issues here: construction of the tree and the values at the nodes. Efficient tree data structures are more on-topic elsewhere but giving values to the nodes is probably on-topic here. Unfortunately, it's unclear to me what the values should be in this case and how that is linked to dividends in this case. Can you give an example of an (inefficiently) constructed tree and its properties?
Nov
18
reviewed No Action Needed How to get to this answer on Macauley duration?
Nov
18
reviewed Reviewed where can I find OPRA data?
Nov
18
comment where can I find OPRA data?
Take your pick
Nov
17
comment List of US Indices
Quandl would be a start as said. However I'm afraid there is no perfect answer to this question as there is no free database of all CUSIPs or indices that is known (otherwise I would hope it be in the linked question). If you're willing to pay good money your question can probably be answered but I believe you're not looking for such a service.
Nov
17
reviewed No Action Needed Back to Basics — Cumulative Returns