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Active 1 Bountied Hot Week Month

1

vote

0

answers

54

views

What does ^ mean in a security symbol?

equities

modified 9 hours ago user1424739 111

1

vote

0

answers

13

views

How to extract normalised portfolio weights from PCA, when the eigenvector has negative elements?

pca eigenvalue

asked 10 hours ago rwb 111

0

votes

1

answer

38

views

How to calculate point value for live cattle futures contract?

futures cme tick

answered 10 hours ago noob2 8,369

1

vote

4

answers

1k

views

Premium Adjusted Delta in fx market

black-scholes delta

modified 10 hours ago pedro lito 29

0

votes

0

answers

19

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Realized Volatility + GARCH - can I use hourly realized volatility?

volatility fx statistics garch

asked 13 hours ago s5s 337

0

votes

1

answer

35

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Standardizing Sharpe Ratio or not when standardizing Features

sharpe-ratio machine-learning

answered 14 hours ago user14334602 11

2

votes

1

answer

299

views

Can an IRS have a different payment calendar by leg?

interest-rate-swap modeling

answered 18 hours ago Dimitri Vulis 7,006

0

votes

1

answer

86

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What's the price of a lookback call option in the arbitrage-free CRR-model?

option-pricing risk-neutral-measure martingale binomial-tree equivalent-measure

modified 18 hours ago Community♦ 1

6

votes

2

answers

1k

views

Volatility swap hedge

volatility hedging stochastic-volatility

modified 18 hours ago Frido Rolloos 3,247

1

vote

2

answers

111

views

Gaussian copula calibration to option price

option-pricing copula

modified 19 hours ago g g 1,838

0

votes

0

answers

27

views

Quantative way to evaluate divergence and convergence between time series

time-series

asked 21 hours ago Little Code 101

0

votes

0

answers

26

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Terminology - are each of the eigenvectors of a PCA themselves called an “eigen portfolio”

pca terminology eigenvalue

asked 23 hours ago rwb 111

3

votes

0

answers

75

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Characteristic function of the Bates model

option-pricing stochastic-processes finance-mathematics stochastic-volatility

modified yesterday lays 334

0

votes

2

answers

66

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Where can I find complete historical lists of companies on major US exchanges for backtesting?

backtesting historical-data nasdaq nyse

modified yesterday noob2 8,369

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