Quantitative Finance

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First bounty you offer on your own question.
Awarded 271 times.
Limit order book cancellations
Awarded Nov 3, 2018 at 12:15
Why z-spread differs from CDS spread in 1 period example
Awarded Oct 31, 2018 at 23:50
Should there be a relation between stocks when used as input data for integrating Technical Analysis with Machine Learning?
Awarded Oct 27, 2018 at 14:50
continuously compound forward rate formula
Awarded Oct 15, 2018 at 14:00
Why my implementation of CRR model does not converge?
Awarded Oct 14, 2018 at 1:25
Estimating realised gains given growth rate and churn
Awarded Sep 29, 2018 at 15:55
Verifying that the extreme value copula is indeed a copula
Awarded Sep 29, 2018 at 1:00
Alternative to tradertest.org for mental math practice [duplicate]
Awarded Aug 30, 2018 at 10:30
(post deleted or otherwise unavailable)
Awarded Aug 14, 2018 at 6:25
Determine the right order size with market making strategy
Awarded Aug 10, 2018 at 1:50
Calculating the efficient frontier from expected returns and SD
Awarded Aug 6, 2018 at 23:15
How do I calculate bad debt on revolving credit?
Awarded Aug 1, 2018 at 10:30
What's the rationale behind having several orders on each each side for market makers
Awarded Jul 23, 2018 at 9:32
Struggling with tau in Black-Litterman
Awarded Jul 21, 2018 at 15:36
Implementing Hanson`s LMSR with Limit Orderbooks
Awarded Jul 18, 2018 at 21:38
Physical Delivery of Single Currency Fixed-Floating IRS
Awarded Jul 11, 2018 at 11:02
CCAR Shocks Scenario
Awarded Jul 5, 2018 at 6:54
Dynamically adjusting the size of a Constant Range Bar (on an intraday fx chart)
Awarded Jun 12, 2018 at 15:31
QuantLib-Python: How to set fixed reference dates when bootstrapping the term structure?
Awarded Jun 10, 2018 at 12:24
(post deleted or otherwise unavailable)
Awarded May 25, 2018 at 22:39
Why there is a Deviation on my RSI indicator in comparison from one of the other Trading Markets
Awarded May 15, 2018 at 11:39
How can the Kelly Criterion be adjusted for making Angel Investment Decisions?
Awarded May 8, 2018 at 23:42
Problems with local volatility models (vs stochastic volatility models)
Awarded May 6, 2018 at 23:11
The BISAM fat-tailed volatility model vs EWMA volatility model
Awarded May 2, 2018 at 8:36
(post deleted or otherwise unavailable)
Awarded Apr 22, 2018 at 6:22
Interpertation of delta hedge error in Black Scholes
Awarded Apr 18, 2018 at 22:33
Bloomberg APIv3 Get reference data overrides
Awarded Apr 4, 2018 at 16:51
Comparing volatility of a specific period between days
Awarded Apr 3, 2018 at 0:26
Current industry standard for (active/passive) portfolio optimizations
Awarded Mar 27, 2018 at 22:27
Local Stochastic Volatility - Break even levels
Awarded Mar 19, 2018 at 16:01
Modelling roll-over and roll yield in a forward strategy
Awarded Mar 7, 2018 at 21:33
Is it possible to generate time&sales(tape) off of the tick data for a stock?
Awarded Feb 23, 2018 at 20:55
Determine the carry of a treasury bond futures contract?
Awarded Feb 7, 2018 at 17:36
Scaling (Data prep) & Feature selection for the financial Data for LSTM Models
Awarded Jan 23, 2018 at 12:54
Implied Volatility of stock on Think or Swim
Awarded Jan 23, 2018 at 4:19
Calculating Discount Margin on a floating rate bond using QuantLib
Awarded Jan 16, 2018 at 15:09
Pricing 'Down and In' claims
Awarded Jan 3, 2018 at 15:28
Finding parameters of an utility function in a market making strategy to apply it in practice
Awarded Jan 1, 2018 at 23:41
Volatility Forecasting of VIX
Awarded Dec 7, 2017 at 17:28
Markov chain Monte Carlo Analysis of FX Options
Awarded Nov 20, 2017 at 17:28
Generalized Mean Variance Portfolio
Awarded Nov 3, 2017 at 10:29
Black Derman Toy model: from tree to differential equation
Awarded Nov 1, 2017 at 2:46
Swap Bootstrapping with quantlib
Awarded Oct 27, 2017 at 17:12
Brennan-Schwartz algorithm for pricing American options
Awarded Oct 24, 2017 at 5:29
statistical arbitrage vs factor trading
Awarded Oct 16, 2017 at 14:19
How to compare the value of bank Certificates of Deposit (CDs) with brokered CDs?
Awarded Oct 10, 2017 at 2:31
Show that $V=\sum_{i=1}^n h_i(t)S_i(t)$ satisfies the Black-Scholes equation
Awarded Sep 28, 2017 at 13:10
Modeling stock performance in excel
Awarded Jul 31, 2017 at 5:09
Questions on continuously compounded return vs long term expected return
Awarded Jul 8, 2017 at 0:24
Market making with resting orders?
Awarded May 26, 2017 at 13:56
Practical way to estimate price sensitivity to unexpected earnings (i.e., post-earnings drift)?
Awarded May 21, 2017 at 4:38
Regressing non-USD returns on FF 3-factor returns
Awarded May 17, 2017 at 8:28
How can I use a more efficient volatility estimator to improve the co-variance matrix?
Awarded May 11, 2017 at 17:21
Basket Option pricing of two stocks
Awarded Apr 17, 2017 at 18:04
duration of a cms swap
Awarded Mar 20, 2017 at 19:54
Libraries for calculating options strategy-based margin
Awarded Oct 17, 2016 at 18:17
What is the industry standard for annualizing returns over non-contiguous time periods?
Awarded Sep 24, 2016 at 5:20
How to approximate the time to mean reversion for implied volatility in python
Awarded Sep 20, 2016 at 23:57
binomial trees and finite differences
Awarded Sep 19, 2016 at 19:25
Cointegration pair trading - how to test a trading rule using Monte Carlo?
Awarded Sep 6, 2016 at 9:23
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