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Quantitative Finance

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First edit.
Awarded 5113 times.
what are the packages for effective backtesting in R
Awarded 10 hours ago
Input/References on Generating Exit Signals for Positions that Profit Very Highly from Extreme and "Unpredictable" Events?
Awarded yesterday
Do we model nominal or real prices of assets?
Awarded 2 days ago
Total Return on Bond [closed]
Awarded 2 days ago
How to calculate 1-month Buy/Sell swap points for XAU/USD by an example [closed]
Awarded 2 days ago
How to calculate 1-month Buy/Sell swap points for XAU/USD by an example [closed]
Awarded 2 days ago
Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Awarded 2 days ago
CDS Pricing formula leads to negative prices
Awarded Jun 1 at 18:12
Accounting for differences in average teacher salaries, adjusted for inflation and the cost of living in each state [closed]
Awarded Jun 1 at 15:58
Align volume bars for multivariate analysis
Awarded Jun 1 at 8:50
Squared Sharpe Ratio - Fama and French
Awarded Jun 1 at 8:50
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Awarded May 31 at 15:21
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Awarded May 30 at 20:20
Excel or excel addin for Multivariate Multiple Regression [closed]
Awarded May 30 at 16:18
How to Maximize Portfolio Sharpe Ratio using Lagrange Multipliers in a Factor Model
Awarded May 30 at 13:01
How to use statsmodels' Granger causality test to measure the lag between two time series?
Awarded May 28 at 6:10
Three mathematical mistakes in Black-Scholes-Merton option pricing?
Awarded May 27 at 18:17
Bayes' rule for conditional expectations (Proof review)
Awarded May 27 at 8:41
What are quant trading competitions besides IQC?
Awarded May 25 at 16:15
Why does forward price equal spot price at delivery? [closed]
Awarded May 25 at 14:52
question on risk reversal P/L example in Euan Sinclair's book 'positional option trading'
Awarded May 25 at 3:32
Why long a position when the acutal price is higher than the predicted price? (Kalman filter for pairs trading)
Awarded May 23 at 7:42
Implied Volatility Discrepancy in American Options - Mathematical Reasoning?
Awarded May 21 at 17:05
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Awarded May 19 at 8:17
Quadratic Variation Of Mixed Brownian Motion and Poisson Process
Awarded May 17 at 23:22
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Awarded May 17 at 23:09
Black Litterman Model: can Market Weights be replaced?
Awarded May 16 at 9:26
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Awarded May 16 at 2:04
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Awarded May 15 at 18:15
Portfolio immunization in time
Awarded May 14 at 11:26
Confusion about the formula for gain process in a financial market
Awarded May 13 at 9:32
Risk Neutral Pricing - Why the Risk Free rate for Risky security (Intuition) [duplicate]
Awarded May 12 at 15:25
Bond-pricing under the Vasicek short rate model
Awarded May 12 at 10:30
(post deleted or otherwise unavailable)
Awarded May 12 at 9:40
QuantLib: Getting the present value of a leg of cashflows using a 'risk-free' yield curve
Awarded May 12 at 7:16
Quantlib SOFR swap repricing across 2 different dates
Awarded May 11 at 17:32
Quantlib Slow valuation of ois_swap on multiple eval days
Awarded May 11 at 14:28
Why isn't the Sharpe Ratio computed on the cumulative return rather than return mean? [closed]
Awarded May 10 at 17:06
Black's formula derivation: expectation of a indicator times a random variable
Awarded May 10 at 3:40
(post deleted or otherwise unavailable)
Awarded May 9 at 20:30
Methods to estimate Options volume
Awarded May 9 at 13:18
Methods to estimate Options volume
Awarded May 8 at 17:50
VaR backtesting. Reasons for over- and underestimation of value at risk estimates?
Awarded May 8 at 17:50
Dynamics of independent Geometric Brownian Motions under risk-neutral measure Q
Awarded May 8 at 3:57
Options delta as a percentage of option price
Awarded May 7 at 1:58
Expense ratio over time
Awarded May 6 at 23:45
Discounted price of an option
Awarded May 5 at 14:41
YYIIS Inflation swap chapter 16 of Brigo's text
Awarded May 5 at 14:41
Dark Pool Midpoint Order Matching
Awarded May 4 at 21:03
Equivalent definition of brownian motion
Awarded May 4 at 12:15
Central Index Key (CIK) of all traded stocks
Awarded May 3 at 11:11
LIBOR rate used for computing discount margin
Awarded May 2 at 22:41
IRS Payer/Receiver swap dv01
Awarded May 2 at 11:56
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Awarded May 2 at 1:07
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Awarded May 1 at 23:06
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Awarded May 1 at 20:27
Why do exchanges apply a fixed interest rate as part of the funding rate for perpetual futures?
Awarded May 1 at 6:41
Deriving an Analytical Expression for Standard Deviation of Log Returns
Awarded May 1 at 3:56
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Awarded Apr 30 at 2:03
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Awarded Apr 29 at 17:47
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