Quantitative Finance

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First question with score of 1 or more.
Awarded 7087 times.
How to calculate basic components like trend, momentum, correlation and volatility in Pandas(Python)
Awarded 2 days ago
Replicating call option in market which only trades stock and forward contracts
Awarded Jul 20 at 19:16
Perpetual Option Price under Black Scholes model
Awarded Jul 20 at 18:36
Why does volatility increase the expense of delta-hedging?
Awarded Jul 19 at 19:06
Why Black Scholes model needs to assume S_t follows GBM if physical probabilities do not matter?
Awarded Jul 19 at 0:27
Filtering options for IV surface and construction for cryptocurrencies
Awarded Jul 19 at 0:16
SDE into ODE problem
Awarded Jul 18 at 19:45
How to use implied volatility under GARCH model to forecast price?
Awarded Jul 17 at 18:17
What are some advanced portfolio rebalancing strategies?
Awarded Jul 16 at 15:10
relation between risk averson coefficient and maximum Sharp ratio in Black-Litterman context
Awarded Jul 16 at 14:56
In Python QuantLib how to identify Principal and Interest cashflows?
Awarded Jul 16 at 13:32
Fat tailed can be estimated through a t-distributions?
Awarded Jul 14 at 20:27
Finding Option Probability Density Using Local Volatility from Dupire Model
Awarded Jul 14 at 20:18
Pandas: Close-to-Open return on stocks
Awarded Jul 14 at 20:03
Where can I find detailed information of famous quant companies such as Renaissance Technologies?
Awarded Jul 14 at 8:56
Pricing binary options
Awarded Jul 13 at 15:56
Showing that the shortfall-to-quantile ratio of a normal distribution goes to one
Awarded Jul 12 at 22:20
Ito's lemma $f(t,W_t^2)$
Awarded Jul 12 at 13:31
How to “best” exit multiple trades?
Awarded Jul 12 at 7:57
Carhart 4 factor model and six factor model
Awarded Jul 11 at 18:10
PortfolioAnalytics and regime switching issue
Awarded Jul 9 at 19:35
If the volatility of pounds/euros = .2 do we know anything about the volatility of euros/pounds?
Awarded Jul 9 at 6:15
Market-maker's gain variance
Awarded Jul 8 at 16:00
Why is an FRN price equal to par on every reset date?
Awarded Jul 8 at 8:10
Global Maximum Drawdown and Maximum Drawdown Duration Implementation in Python
Awarded Jul 8 at 4:50
Delta hedge swaption straddle
Awarded Jul 7 at 15:10
Why does Basel require Pooled PDs?
Awarded Jul 7 at 15:03
Why do Futures Contracts use variation in the US, but options don’t?
Awarded Jul 7 at 14:42
How do I calculate 6/12/36-month momentum of individual stocks?
Awarded Jul 7 at 13:11
Curve Trades - Forward Swap vs Swap(Payer and Receiver)
Awarded Jul 7 at 7:21
Is “at the money” referent to the spot or forward price?
Awarded Jul 6 at 22:36
Is there some reason for volatility smile minima to be displaced from ATM?
Awarded Jul 6 at 6:31
Trading a Bouncy Stock
Awarded Jul 5 at 13:55
Averaging methods to deal with overlapping time series [migrated]
Awarded Jul 5 at 9:56
forward LIBOR curve bootstrapping
Awarded Jul 3 at 6:50
Quantlib Black Model for Commodity Options (Interest Rate Options) is extremely light on gamma and price vs BBG, is model incorrect?
Awarded Jul 1 at 15:46
How to derive a pricing PDE for an asset that follows a mean-reverting process?
Awarded Jun 30 at 15:32
Search for historical balance sheet data
Awarded Jun 30 at 15:32
What types of messaging middleware solutions are used by the biggest exchanges like Nasdaq, NYSE, ICE, NYMEX, Japan Exchange Group, Euronext, etc?
Awarded Jun 30 at 8:15
How is forex market Quote-Driven?
Awarded Jun 30 at 1:41
Gamma-neutral delta-neutral call ratio spread
Awarded Jun 30 at 1:20
How to parameterising Greek Surfaces?
Awarded Jun 29 at 18:57
(post deleted or otherwise unavailable)
Awarded Jun 29 at 15:18
Swaption Terminology
Awarded Jun 29 at 12:42
Proof of the fact that roots lie outside the unit circle guarantee stationarity of the time series
Awarded Jun 29 at 12:17
Why has cross currency basis become higher since the 2008 crisis?
Awarded Jun 29 at 9:17
Implementing Hierarchical PCA for financial time series in R
Awarded Jun 28 at 16:46
Prediciting outperformance - choice of statistical design?
Awarded Jun 25 at 20:50
(post deleted or otherwise unavailable)
Awarded Jun 25 at 18:33
From SEC Comprehensive Data Set to Clean Balance Sheets/Income Statements
Awarded Jun 24 at 19:17
Find current and historic (15 years) delistings in the US stock market
Awarded Jun 24 at 8:33
What explains bond “convenience yields”?
Awarded Jun 23 at 20:11
Carhart 4-Factor Model intercept interpretation
Awarded Jun 23 at 18:46
Questions regarding a “lite/kindergarten” Barbell investement strategy implementation
Awarded Jun 22 at 21:49
Is there a name for (close-open)/(high-low)?
Awarded Jun 22 at 14:16
Setting the record straight on contango and backwardation in futures markets
Awarded Jun 21 at 10:42
What does ^ mean in a security symbol?
Awarded Jun 21 at 6:49
How to extract normalised portfolio weights from PCA, when the eigenvector has negative elements?
Awarded Jun 20 at 23:50
Can an IRS have a different payment calendar by leg?
Awarded Jun 20 at 12:48
Current research in price prediction
Awarded Jun 19 at 8:47
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