Quantitative Finance

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First question with score of 1 or more.
Awarded 7570 times.
Aggregation of (cross-sectional) Factor model
Awarded 16 hours ago
Interpolating implied volatility term structure when IV is sampled at fixed delta points
Awarded 20 hours ago
How do you handle non integer time intervals in Quantlib for options pricing (ie intraday pricing)
Awarded yesterday
Pricing a bond denominated in USD but issued in Europe
Awarded Sep 23 at 15:47
PortfolioAnalytics: What is the training_period and rolling_window "type" in optimize.portfolio.rebalancing?
Awarded Sep 23 at 13:36
Mean of diffusion term not zero using NORMINV? [closed]
Awarded Sep 23 at 12:35
Covariance Between Two Frontier Portfolios
Awarded Sep 22 at 17:48
Scaling in and out of a strategy [closed]
Awarded Sep 22 at 17:33
real vs financial assets [closed]
Awarded Sep 20 at 14:17
Problem with pricing a call option using the Monte Carlo Vasicek model
Awarded Sep 19 at 20:32
Carry on a USD 6m10y payer swaption
Awarded Sep 19 at 19:27
How to interpret YTM of FRN when interest rates change?
Awarded Sep 16 at 14:05
Market Making Game Strategy with Information Imbalance
Awarded Sep 15 at 16:28
What program to use for reverse MIDAS?
Awarded Sep 15 at 6:56
Fama French Model; 5 Factors yield higher alpha than 3 Factors [closed]
Awarded Sep 14 at 13:56
What are "df", "t", and "p" in these sharpe ratio related estimates?
Awarded Sep 9 at 14:16
Volatility Modelling negative GJR-GARCH-X coefficient
Awarded Sep 9 at 13:25
Probability density from COS method too sensitive to truncation range
Awarded Sep 6 at 12:05
Basket variance with correlation 1
Awarded Sep 5 at 15:50
(post deleted or otherwise unavailable)
Awarded Sep 5 at 13:27
How to interpret the results of Fama-MacBeth regressions? [closed]
Awarded Sep 5 at 8:56
Different volatilities in Reiner Rubinstein barrier option model
Awarded Sep 3 at 23:00
Vol binomial tree
Awarded Sep 1 at 18:51
Interpretation of Chu-Stinchcombe-White CUSUM Test results
Awarded Aug 31 at 13:40
how to estimate Geometric Brownian Motion parameters on long timeseries [closed]
Awarded Aug 29 at 20:51
What is milliprice (it seems to be an extension of microprice) [closed]
Awarded Aug 29 at 5:42
Proving lognormality of security in Black-Scholes market
Awarded Aug 24 at 12:34
2 Ways to Define/Calculate "FVA"? - Same or Different? (Simple XVA Question)
Awarded Aug 19 at 18:00
Order Book during trade halts
Awarded Aug 19 at 16:31
Why does a long gamma trader sit on the bid and offer?
Awarded Aug 18 at 23:47
Why is the expected shortfall not elicitable? [duplicate]
Awarded Aug 17 at 14:40
Why IV surface over call price surface? [closed]
Awarded Aug 13 at 16:08
Difference between returns
Awarded Aug 13 at 14:17
text books or online courses for a math student to learn asset pricing [closed]
Awarded Aug 9 at 16:06
How to solve numerically the IDE of GUILBAUD & PHAM model?
Awarded Aug 8 at 18:15
Any idea where I can find every transcript of the FOMC over the years in text? [closed]
Awarded Aug 8 at 12:41
How do we relate time-horizon with reducing inventory risk in the Avellaneda-Stoikov model?
Awarded Aug 5 at 12:05
Black and scholes option pricing
Awarded Aug 4 at 10:37
StatArb : Fourier transform to find the perfect factor?
Awarded Aug 3 at 14:19
BLOOMBERG Strike vs Straddle Volatility
Awarded Aug 3 at 14:19
how to calculate the implied interest rates using STIRs futures?
Awarded Aug 3 at 11:01
Volatility formulas in Sinclair's "Volatility Trading" book differs from TTR
Awarded Aug 2 at 8:56
Where can I find a Python module for Stock volatility estimators using Yang Zhang method?
Awarded Aug 1 at 12:57
How to introduce fees into the returns of a mutual fund?
Awarded Jul 31 at 14:46
Interpreting Statistically Significant (or Insignificant) Difference in Alpha Between Two Portfolios
Awarded Jul 27 at 18:57
Volatility forecast for 5-minute frequency data
Awarded Jul 27 at 12:26
When calculating VIX, how to deal with the problem of asymmetry of put and call data?
Awarded Jul 27 at 6:09
Getting list of all tickers ever in NYSE and NASDAQ
Awarded Jul 27 at 0:06
How to calculate the local volatility from implied volatility in practice
Awarded Jul 26 at 10:31
Any innovations in mathematical processes behind option pricing models?
Awarded Jul 26 at 8:32
Where to find someone to work on quant trading strategies together?
Awarded Jul 25 at 23:56
Return Attribution for Long/Short Fund
Awarded Jul 25 at 18:17
CEV model effective simulation
Awarded Jul 25 at 8:08
Python: detecting measured moves of candlestick data
Awarded Jul 23 at 13:25
Why the portfolio return is defined as a weighted return?
Awarded Jul 23 at 13:19
Why is my put intrinsic value greater than my actual put value in BSM? Python code
Awarded Jul 23 at 13:19
Volga Vanna Pricing Approach
Awarded Jul 23 at 13:19
Can I apply the Kelly criterion directly, without fitting any distributions?
Awarded Jul 23 at 13:19
Are there open source or academic-only limit order book data sets available?
Awarded Jul 23 at 13:19
Convergence of crypto perpetual futures
Awarded Jul 21 at 8:50
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