Hottest Questions This Week

6

votes

2

answers

267

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What are the main types of orders on an exchange?

modified May 28 at 21:55 rkr 146

1

vote

1

answer

423

views

Pre-requisite math books, to the pre-requisite math needed to become a front desk quant

quants books soft-question math

modified May 29 at 15:22 oliversm 740

1

vote

2

answers

231

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where does the cost of delta hedging come from?

delta-hedging

modified May 27 at 15:08 username123 131

1

vote

2

answers

88

views

Are asset return means difficult to predict because they have no lower bound?

estimation numerical-methods expected-return

answered May 29 at 15:07 Brian B 13.3k

3

votes

2

answers

318

views

Can one successfully daytrade 0dte options based on RSI?

algorithmic-trading mean-reversion moving-average

modified 2 days ago Bob Jansen♦ 4,434

-2

votes

2

answers

71

views

What's the difference between Statistics and Econometrics? [closed]

statistics econometrics

answered May 28 at 18:28 Stéphane 1,669

0

votes

1

answer

67

views

How to replicate the future instantaneous short rate?

fixed-income interest-rates stochastic-calculus

modified yesterday ilovevolatility 2,127

1

vote

2

answers

76

views

CAPM and Beta: problem with regression (Beta is too low yet statistically significant?)

equities backtesting capm beta performance-evaluation

answered 21 hours ago Tim Wilding 1,091

1

vote

1

answer

59

views

Market implied rate

interest-rates implied

modified 2 days ago Martin Vesely 520

4

votes

1

answer

57

views

Differential of time over Browninan motion

stochastic-processes itos-lemma differential-equations

modified May 29 at 17:09 oliversm 740

2

votes

1

answer

57

views

FX convention and volatility calibration

options fx volatility-surface

modified 2 days ago ir7 510

0

votes

1

answer

73

views

Which metric is most predictive: Mean, Sharpe, Calmar, …?

backtesting simulations sharpe-ratio machine-learning maximum-drawdown

modified May 27 at 1:30 develarist 869

0

votes

3

answers

63

views

Does asset volume, rather than asset returns, predict performance?

returns prediction volume

answered May 30 at 6:47 chrisaycock 8,881

0

votes

2

answers

38

views

Binomial model and delta hedging

options option-pricing risk delta-hedging binomial

answered 2 days ago stackoverblown 31

0

votes

1

answer

62

views

The use of volatility from log returns and raw return

returns log-returns annualized

modified yesterday piper 101

0

votes

1

answer

44

views

Is option surface same as future price probability surface?

options option-pricing probability prediction

answered 2 days ago CABLE 138

1

vote

0

answers

69

views

Dynamic programming and Bellman equation to obtain the maximum

stochastic-calculus finance-mathematics optimization mathematics sde

modified yesterday Hunger Learn 103

2

votes

1

answer

52

views

Simple strategies for tail risk hedging that retail investors can use

risk-management hedging option-strategies

answered 14 hours ago AK88 1,440

1

vote

2

answers

63

views

Converting time bars to tick bars or volume bars in python

programming time-series fx data

modified May 30 at 8:05 chrisaycock 8,881

0

votes

1

answer

62

views

Convert option inputs to standard Brownian motion

black-scholes brownian-motion probability

modified May 26 at 19:01 HJA24 57

0

votes

1

answer

48

views

call vs average of prices

equities call binomial

answered May 27 at 23:54 stackoverblown 31

2

votes

1

answer

55

views

Heath–Jarrow–Morton under real-world measure

risk-neutral-measure heath-jarrow-morton real-world-measure

answered yesterday Xiaohuolong 45

0

votes

0

answers

55

views

Is there a simplified framework to consider for modelling the stock market?

simulations

modified May 28 at 16:16 user1 251

1

vote

1

answer

41

views

How to evaluate embedded floor option in inflation linked bonds if interbank inflation floor instruments cannot be used or do not exist

option-pricing volatility european-options inflation

answered May 28 at 23:16 dm63 9,913

0

votes

1

answer

40

views

What is the difference between ^GSPC and ^SPX in yahoo finance?

options yahoofinance spx sp500

answered May 27 at 14:19 CABLE 138

0

votes

0

answers

50

views

Prove that it is possible to make a self-financing portfolio

option-pricing black-scholes portfolio-optimization martingale

asked 2 days ago Ivan Petrov 1

0

votes

2

answers

37

views

Daily to Monthly Performance Attribution - Getting Effects to equal the Excess Return

returns quantitative performance-evaluation asset-returns funds

modified 2 days ago noob2 5,873

0

votes

0

answers

47

views

characteristic function - fourier pricing

options

modified May 27 at 21:34 Bob Jansen♦ 4,434

-1

votes

1

answer

28

views

Can a pay-for-order-flow wholesaler front-run orders it sees?

trading market-making

answered May 27 at 0:02 Kch 713

0

votes

1

answer

35

views

Which one is the optimal risky portfolio in the efficiency frontier in the absense of a risk free asset?

portfolio-management

modified 15 hours ago Bob Jansen♦ 4,434

1

vote

0

answers

42

views

Concept of return for assets which don't have a well defined price

financial-markets private-equity

modified 2 days ago Martin Vesely 520

0

votes

1

answer

42

views

Valuing a floating-rate bond [duplicate]

fixed-income bond floating-rate

modified 2 days ago simzoor 171

0

votes

1

answer

32

views

How do you build a model with uncertain time range?

regression factor-models forecasting data-mining

answered May 27 at 14:27 scities 111

0

votes

0

answers

41

views

Modelling limitations and understanding of long term goverment bonds

interest-rates market-model heath-jarrow-morton

modified 2 days ago user1 251

1

vote

0

answers

40

views

Overview of frequentist, likelihood and Bayesian approaches to finance problems

models statistical-finance numerical-methods

asked May 28 at 14:19 develarist 869

1

vote

0

answers

39

views

Futures Carry for Index Spread Trade

futures index spread basis

asked May 28 at 6:04 NEO ULTRA 21

1

vote

0

answers

39

views

Modelling considerations for a jump model

arbitrage models jump

modified May 26 at 15:25 R. Rayl 11

4

votes

0

answers

39

views

Modeling regulations of middlemen

finance-mathematics market-microstructure financial-markets

asked May 27 at 16:21 Hunger Learn 103

0

votes

1

answer

38

views

Extract time and sales from the level 2

algorithmic-trading intraday

modified May 28 at 13:55 jgauth 1

0

votes

1

answer

37

views

How can I theoretically hedge a bet, which is about whether or not price of a stock will get above a number?

hedging

answered 19 hours ago Oscar 393

1

vote

0

answers

36

views

Interest Rate Swap Question

interest-rate-swap

asked May 28 at 13:29 Zacharyk 11

0

votes

0

answers

36

views

What is the relationship between the Black-Scholes Model and Geometric Brownian Motion [closed]

black-scholes brownian-motion finance-mathematics

asked May 27 at 22:48 Oop 1

0

votes

1

answer

28

views

+50

Asset Pricing and inferences - Intercept and relationship to returns

factor-models asset-pricing anomalies emh

answered 2 hours ago skoestlmeier 2,398

0

votes

1

answer

35

views

Tick by Tick stock data

tick-data

answered May 27 at 18:32 develarist 869

1

vote

0

answers

35

views

Constructing a Beta Neutral Hedge in a Pairs Strategy

pairs-trading optimal-hedge-ratio

asked yesterday Windstorm1981 111

0

votes

0

answers

34

views

Bond Options Calibration to market volatility using SABR Model

calibration short-rate sabr black76

asked yesterday Ashwin Mvs 1

2

votes

1

answer

32

views

Estimating risk aversion from option bid-ask spreads

options risk-neutral-measure liquidity market-risk real-world-measure

modified May 28 at 22:49 Ezy 1,912

0

votes

0

answers

32

views

Hedging Bond portfolio with Futures

fixed-income bond hedging pca

asked yesterday Snakeeyes2007 1

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