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14 votes
4 answers
3k views

What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?

2 votes
2 answers
253 views

Setup for proving equation 3.4 from Grinold

0 votes
4 answers
140 views

Python QuantLib datecount ActualActual basis vs Matlab daycount basis

4 votes
1 answer
245 views

Calculating swap rolldown using the RatesLib Python Library

3 votes
1 answer
274 views

Clarifying the Fundamental Difference Between Growth and Value Stocks

3 votes
1 answer
165 views

Implicit function theorem and sensitivities to market risk for Nelson-Siegel-Svensson model

0 votes
3 answers
167 views

Monte Carlo simulations with extremely high volatility

0 votes
2 answers
87 views

Book on Inflation models

2 votes
1 answer
113 views

Proof of weights maximizing sharpe of a portfolio

0 votes
1 answer
99 views

Periodic investments with compound interest: where's the mistake?

2 votes
1 answer
74 views

How do I predict future earnings dates if I have a database of all prior earnings dates?

2 votes
2 answers
154 views

Expected date of exercise - American put

2 votes
1 answer
115 views

FX risk reversal approximation

3 votes
1 answer
145 views

Cost of Hedging and Ito Calculus

1 vote
1 answer
86 views

How to calculate factor return given a barra model and individual stock returns?

2 votes
1 answer
109 views

Positive market impact

1 vote
1 answer
132 views

Swap/Bond basis: Bond rates "too high" or swap rates "too low"?

1 vote
1 answer
130 views

Arbitrage between implied and realised spot-vol beta

1 vote
1 answer
99 views

Why discount results by 50%?

-1 votes
1 answer
74 views

What are the various methods that can be used to acheive a leveraged position of an underlying security? [closed]

2 votes
1 answer
119 views

Non deliverable interest rate swaps (NIRS)

1 vote
1 answer
92 views

Roll-adjustment definition for swaps schedule generation

0 votes
1 answer
118 views

PCA risk modelling

1 vote
1 answer
117 views

Carry Roll Calculation for Interest Rate Swaps in Nordea Note

0 votes
2 answers
105 views

Deriving the approximation for leveraged ETF returns?

2 votes
0 answers
128 views

Understanding Order Book Imbalance When a New Queue is Established on Liquid Stocks

0 votes
1 answer
76 views

Complicated barrier options

0 votes
1 answer
122 views

IRS Swaps market

0 votes
1 answer
73 views

Potential arbitrage opportunity or fallacy?

0 votes
1 answer
71 views

Why is ColVA a negative XVA adjustment?

1 vote
1 answer
117 views

Pairs trading with 3+ assets

0 votes
1 answer
68 views

implementation of BAB strategy

0 votes
0 answers
110 views
+50

Does adverse selection affect roll seller more than buyer?

5 votes
0 answers
84 views

Predatory trading as a game of size

2 votes
1 answer
84 views

Antoine Savine code proposition and swaptions

0 votes
1 answer
82 views

Stoikov Micro Price Absorbing States

1 vote
1 answer
49 views

Sum Over Min Die

3 votes
0 answers
102 views

Question on high frequency stock return predictability paper

2 votes
1 answer
100 views

P/L of a position described in terms of Up-Gamma and Down-Gamma

-1 votes
0 answers
93 views

A past exam question on Heston model

-1 votes
1 answer
71 views

American option PDE [closed]

0 votes
1 answer
71 views

Short bond convexity

0 votes
2 answers
70 views

The value of theta of an ATM option is proportional to the volatility, but for OTM/ITM options theta is not proportional to vol, why?

-2 votes
1 answer
54 views

Simple arbitrage pricing of bond option

1 vote
0 answers
89 views

Vega for ITM and OTM options against the ATM one

0 votes
0 answers
89 views

Intraday Volatility Magnitudes

0 votes
1 answer
87 views

two guys flip fair coins until they obtain their first heads. it takes strictly fewer flips for one to get his first heads than the other

1 vote
0 answers
82 views

Logical mistake in PL attribution


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