Quantitative Finance

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First question with score of 1 or more.
Awarded 7206 times.
How should I define a pullback in price?
Awarded 23 mins ago
Do all risky assets have negative expected return over long enough time horizons?
Awarded yesterday
Conversion factor for futures hedging?
Awarded yesterday
Pricing Asian and barrier option using Quantlib
Awarded Oct 21 at 7:11
How to explain the " no anticipation effect" testing result in Diff-in-Diff?
Awarded Oct 21 at 7:06
Including Exogeneous variables in short rate models
Awarded Oct 20 at 21:41
Weights don't add up to one Markowitz Portfolio Model
Awarded Oct 20 at 6:25
finding optimal weight using Kelly criterion
Awarded Oct 19 at 18:00
What's the price of a lookback call option in the arbitrage-free CRR-model?
Awarded Oct 18 at 18:03
Double sort portfolios
Awarded Oct 15 at 17:43
Validation of XVA models
Awarded Oct 12 at 14:42
Does random outperform naïve investment?
Awarded Oct 11 at 15:49
Graph of price of CDS against par spread
Awarded Oct 11 at 11:26
How is target return optimized, in practice?
Awarded Oct 11 at 8:41
returns, standard deviation and mean absolute deviation
Awarded Oct 10 at 8:10
Kelly Criterion for Multiple Simultaneous Correlated Bets
Awarded Oct 10 at 0:31
What are some common methods for calculating short term historical volatility (i.e. look back 5 minute time periods)
Awarded Oct 7 at 18:15
Python model for "Exploiting earnings volatility by Brian Johnson"
Awarded Oct 7 at 17:02
Why is call option value same as portfolio value at all times in Black Scholes model?
Awarded Oct 7 at 16:55
Time-complexity of Markowitz portfolio optimization
Awarded Oct 7 at 16:30
Where do big data companies get data?
Awarded Oct 6 at 15:11
What is the cause of this option chain anomaly?
Awarded Oct 6 at 12:56
Shrinkage of the Sample Covariance matrix, theory
Awarded Oct 6 at 12:56
Sharpe ratio and uniformly distributed random portfolio
Awarded Oct 5 at 17:10
Deriving Bachelier Greeks
Awarded Oct 4 at 16:25
Help guessing the solution to an optimal control problem
Awarded Oct 4 at 13:41
queue position value in all limits in the book
Awarded Oct 4 at 12:56
How to minimize Nelson-Siegel parametric form
Awarded Oct 4 at 8:26
Selling American calls before ex date vs. exercising
Awarded Oct 4 at 6:43
Why techniques for portfolio optimization do not take into account the non-fractionability of stock prices?
Awarded Oct 3 at 12:40
30E/360 bond payment schedule
Awarded Oct 2 at 17:34
How to conduct statistical test to see if certain factors impact trading streategy
Awarded Oct 1 at 22:31
How to integrate Itô integral w.r.t time?
Awarded Oct 1 at 12:57
What is the intuition behind a positive theta for European long puts?
Awarded Oct 1 at 7:35
Existence of the solution for SDE with Gaussian Process
Awarded Oct 1 at 5:30
Alternatives to Kelly Criterion
Awarded Sep 30 at 9:20
How to compute this current value using no arbitrage condition?
Awarded Sep 29 at 22:10
Rogers Satchell Volatility
Awarded Sep 29 at 8:05
How to download stock time series for multiple companies in Eikon?
Awarded Sep 29 at 6:31
Big differences in Yahoo data contra Euronext, why? [duplicate]
Awarded Sep 27 at 19:57
A question in information strucutres and probability measures - How are they connected?
Awarded Sep 27 at 13:52
how to do hedging in global market give the time zone issue [closed]
Awarded Sep 25 at 8:17
How do we know if an additional factor has improved the predictive power of a Fama French 3 factor equity model?
Awarded Sep 25 at 5:50
Should I include zeros in downside beta calculation?
Awarded Sep 21 at 18:15
Expected value and Variance of a stopped random process
Awarded Sep 20 at 19:02
Name for option valued by a time difference
Awarded Sep 19 at 20:25
How do I estimate the factor sensitivity in a Vasicek Single Factor Model?
Awarded Sep 19 at 11:45
CMS cap has more vega exposure than CMS floor for same strike
Awarded Sep 18 at 19:15
Bootstrapping discount and forward curve (using ESRA) and price a vanilla swap
Awarded Sep 17 at 19:12
Why is implied volatility often higher for OTM/ITM european call options than ATM? [closed]
Awarded Sep 17 at 15:40
What maturity Treasury yield to use for risk free rate to compare against asset typically held for 10 years?
Awarded Sep 16 at 18:40
Fitting ARIMA + GARCH in R
Awarded Sep 16 at 16:16
Finite difference methods with discontinuity in the payoff function
Awarded Sep 14 at 19:27
(post deleted or otherwise unavailable)
Awarded Sep 13 at 18:34
Using delta as probability of an option expiring in the money
Awarded Sep 13 at 15:21
What is the difference between "Notional" and "Nominal" values?
Awarded Sep 13 at 12:04
python library for backtesting buying and selling multiple cryptos
Awarded Sep 13 at 8:58
How to incorporate momentum in Ornstein Uhlenbeck to capture overshooting in financial markets?
Awarded Sep 12 at 11:11
Approximating second derivatives at boundary of finite difference scheme
Awarded Sep 11 at 9:35
Reflection principle of the Brownian motion
Awarded Sep 5 at 16:27
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