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1 vote
0 answers
17 views

Constructing a Replicating Portfolio : Regression on Individual Constituents or their Average?

1 vote
0 answers
14 views

Determine if stocks are hurt by rates or recession fear

2 votes
0 answers
13 views

Do managers information ratios exhibit autocorrelation? Ie. are they stable over time?

1 vote
3 answers
87 views

Why are monthly active returns averaged? Should they not be multiplied?

15 votes
4 answers
4k views

Most complete list of investment mistakes in stock markets

0 votes
0 answers
15 views

Estimating Intraday Volatility with OHLC Data

0 votes
0 answers
11 views

Is it possible to simulate yield spreads for different bonds?

0 votes
1 answer
43 views

Alpha calculation inconsistent across methodologies

2 votes
0 answers
65 views

How did Bachelier characterize the Brownian motion?

1 vote
0 answers
42 views

Questions on the calculation of time series momentum

0 votes
1 answer
36 views

MM Proposition and the cost of debt

0 votes
0 answers
34 views

Weekly S&P500 options price data

1 vote
0 answers
21 views

Fitting model between security price and intraday volatility

1 vote
0 answers
18 views

Should I include factor loadings as explanatory variables for regression of abnormal and raw returns?

0 votes
0 answers
25 views

Options Market making, what to do with ITM options

1 vote
0 answers
32 views

What does a portfolio risk of 20% mean?

0 votes
1 answer
41 views

Calculate Exponentially-Weighted Covariance Matrix over Finite Window

0 votes
0 answers
14 views

Exponentially Weighted non-moving Calculations

0 votes
1 answer
79 views
+50

Are there optimal portfolio theories than instead of the expected value they were based on the Mode of distributions

1 vote
1 answer
67 views

The option is "purer" in its risk---what is meant by this?

3 votes
1 answer
256 views

ATM Implied Volatility and Expected Variance

-1 votes
0 answers
34 views

Eulero discretization [closed]

1 vote
0 answers
41 views

Hedging large single asset positions

0 votes
0 answers
17 views

MultiFactor Risk Model Ex Ante StDev vs. StDev of Monte Carlo PnL Distribution

0 votes
1 answer
51 views

Covariance Matrix by Multi-Factor Model

0 votes
0 answers
31 views

Retail vs institutional percentage estimation in equity futures market (CME)

1 vote
1 answer
154 views

Why is NPV a biased measure?

0 votes
0 answers
18 views

Generate payoff matrix of multiple BSM assets

0 votes
1 answer
45 views

long short portfolio sharpe ratio

0 votes
1 answer
47 views

Which spread to use to analyse CDS data from Markit

0 votes
0 answers
38 views

Cash Flow Calculus [closed]

0 votes
1 answer
24 views

What do "Start Period" and "End Period" mean for maintenance margins of futures at the CME Group?

1 vote
1 answer
48 views

Treasury futures wild card option (Monte carlo simulation)

2 votes
1 answer
101 views

Portfolio Optimization Problem

1 vote
2 answers
86 views

Compute delta from the option price without vol input

1 vote
1 answer
89 views

Annualized rolling volatility? [closed]

0 votes
1 answer
68 views

What do "heating degree day" prices actually measure?

2 votes
0 answers
110 views

Pricing Options on Inefficient/Illiquid Assets

0 votes
0 answers
14 views

mean return and volatility with transaction cost

0 votes
1 answer
76 views

Simple Forward Rate [closed]

1 vote
1 answer
99 views

Payoff of a Butterfly spread under risk neutral measure is always positive for any t<T

0 votes
1 answer
52 views

Bloomberg DLIB BLAN in Python

0 votes
0 answers
44 views

Option's Delta Investopedia Question

0 votes
1 answer
72 views

What are common ways to realistically simulate the stock market using historical market data?

1 vote
1 answer
53 views

Hedging with peer companies and optimize the weights

0 votes
0 answers
14 views

Compounded Annual Growth Rate with Negatives

0 votes
1 answer
57 views

Close price of crypto

2 votes
1 answer
55 views

Backtesting vs live trading data handling and abstraction


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