Enlightened - Badge - Quantitative Finance Stack Exchange

Enlightened

First to answer and accepted with score of 10 or more. This badge can be awarded multiple times.

Awarded 318 times.

Using market microstructure and exchange-specific knowledge to design trading strategies

Awarded Sep 13 at 19:56

databento

2,31811 silver badges23 bronze badges

Efficient way to store orderbook in Python

Awarded Sep 13 at 14:48

databento

2,31811 silver badges23 bronze badges

Different versions of sticky strike, moneyness and delta

Awarded Aug 22 at 20:50

Quantuple

14.5k1 gold badge31 silver badges69 bronze badges

Simple example of a funding valuation adjustment?

Awarded Aug 7 at 3:15

Daneel Olivaw

7,8653 gold badges22 silver badges53 bronze badges

What is gamma to do with realized volatility?

Awarded Aug 5 at 0:25

Jan Stuller

5,9782 gold badges15 silver badges55 bronze badges

where can I get a list of all yahoo finance stocks symbols

Awarded Jun 25 at 13:47

Allen Maxwell

1611 silver badge3 bronze badges

Black-Scholes formula producing a negative number for a Call Option

Awarded Jun 15 at 8:36

Richi Wa

13.6k5 gold badges38 silver badges88 bronze badges

Bayes' rule for conditional expectations (Proof review)

Awarded May 27 at 12:51

athos

2,1912 gold badges25 silver badges43 bronze badges

How do I calculate yield from a bond futures contract?

Awarded May 24 at 14:56

Helin

11.3k1 gold badge24 silver badges42 bronze badges

Convert arithmetic returns to log returns

Awarded May 4 at 11:05

amdopt

4,7284 gold badges15 silver badges27 bronze badges

How to extrapolate implied volatility for out of the money options?

Awarded May 3 at 11:55

TheBridge

4,5332 gold badges30 silver badges41 bronze badges

Yahoo Calendar - What does TAS mean?

Awarded Apr 14 at 0:47

amdopt

4,7284 gold badges15 silver badges27 bronze badges

Where to get price data on Credit Default Swaps?

Awarded Mar 24 at 9:41

Nicholas

7224 silver badges10 bronze badges

Is SOFR to replace LIBOR or Fed Fund Rate or both

Awarded Mar 7 at 13:17

AKdemy

7,6891 gold badge9 silver badges56 bronze badges

Realized Variance (realized volatility)

Awarded Feb 21 at 15:15

Pleb

4,1563 gold badges9 silver badges24 bronze badges

Quantlib python dual curve bootstrapping example

Awarded Feb 21 at 15:15

Luigi Ballabio

6,88321 silver badges34 bronze badges

Cheapest-to-deliver (CTD) discount curve

Awarded Feb 20 at 21:56

Antoine Conze

5,6221 gold badge12 silver badges15 bronze badges

SOFR Discount Curve Construction in Nov 2021

Awarded Feb 2 at 4:51

dm63

16.2k1 gold badge21 silver badges52 bronze badges

When should you build your own equity risk model?

Awarded Dec 21, 2022 at 21:50

Ram Ahluwalia

13.4k3 gold badges60 silver badges95 bronze badges

Half life of Exponetial Weighted Moving Average

Awarded Nov 2, 2022 at 9:25

Cettt

1,4368 silver badges25 bronze badges

How to compute the alpha decay of a strategy?

Awarded Oct 4, 2022 at 17:32

strimp099

2,09616 silver badges26 bronze badges

When would open interest equal trading volume?

Awarded Sep 15, 2022 at 13:50

Alex C

9,2721 gold badge21 silver badges33 bronze badges

Maximum Sharpe portfolio (no short selling restrictions)

Awarded Sep 13, 2022 at 18:35

skoestlmeier

2,8764 gold badges21 silver badges51 bronze badges

Annualzing the log of daily returns riddle

Awarded Sep 12, 2022 at 14:41

Joshua Chance

1,3181 gold badge10 silver badges17 bronze badges

Skew and shadow delta

Awarded Aug 31, 2022 at 10:06

dm63

16.2k1 gold badge21 silver badges52 bronze badges

Options Market Making Used Implied Volatility Surface

Awarded Aug 29, 2022 at 23:57

lehalle

11.4k1 gold badge48 silver badges80 bronze badges

How do Trade-At-Settlement orders work?

Awarded Jul 26, 2022 at 9:30

Black Diamond

1361 silver badge2 bronze badges

Avellaneda -Stoikov market making model

Awarded Jul 4, 2022 at 12:57

RRG

1,0148 silver badges14 bronze badges

Two correlated brownian motions

Awarded Jun 13, 2022 at 20:40

Richi Wa

13.6k5 gold badges38 silver badges88 bronze badges

Most complete list of investment mistakes in stock markets

Awarded Jun 9, 2022 at 11:32

Kevin

15.1k3 gold badges28 silver badges62 bronze badges

How did the algorithm pegging TerraUSD stablecoins to USD fail?

Awarded May 27, 2022 at 0:22

phdstudent

7,8273 gold badges24 silver badges46 bronze badges

For pricing, what types of Exotic Options are suitable using Local Volatility Model or a Stochastic Volatility Model?

Awarded May 20, 2022 at 9:50

will

2,53111 silver badges19 bronze badges

Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function

Awarded May 1, 2022 at 18:51

Luigi Ballabio

6,88321 silver badges34 bronze badges

Breeden-Litzenberger formula for risk-neutral densities

Awarded Apr 28, 2022 at 15:03

Quantuple

14.5k1 gold badge31 silver badges69 bronze badges

Pre-requisite math books, to the pre-requisite math needed to become a front desk quant

Awarded Apr 25, 2022 at 12:01

oliversm

1,3899 silver badges19 bronze badges

What does the concept "standard Markowitz approach" include?

Awarded Apr 15, 2022 at 13:41

develarist

2,9701 gold badge11 silver badges33 bronze badges

Delta of an option under Heston model

Awarded Apr 10, 2022 at 6:35

Kevin

15.1k3 gold badges28 silver badges62 bronze badges

Obtaining risk-neutral probability from option prices

Awarded Mar 27, 2022 at 13:12

Quantuple

14.5k1 gold badge31 silver badges69 bronze badges

Why is realized volatility typically lower than implied volatility?

Awarded Mar 25, 2022 at 4:18

nimbus3000

7866 silver badges17 bronze badges

How to find the formula for the half-life of an AR(1) process (using the Ornstein–Uhlenbeck process)

Awarded Feb 10, 2022 at 13:16

Quantuple

14.5k1 gold badge31 silver badges69 bronze badges

What are some currently open problems in market microstructure

Awarded Dec 27, 2021 at 3:41

lehalle

11.4k1 gold badge48 silver badges80 bronze badges

What is the stambaugh bias? Why is it important for predictability regressions?

Awarded Nov 27, 2021 at 8:18

phdstudent

7,8273 gold badges24 silver badges46 bronze badges

Anyone has detailed explanation on how to use epstein-zin preferences in asset pricing models

Awarded Nov 10, 2021 at 23:03

Kevin

15.1k3 gold badges28 silver badges62 bronze badges

Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)

Awarded Nov 2, 2021 at 7:41

Mark Joshi

6,85322 silver badges32 bronze badges

Use QuantLib Python to calculate Swap DV01

Awarded Oct 19, 2021 at 0:17

Luigi Ballabio

6,88321 silver badges34 bronze badges

Risk Model Validation

Awarded Oct 10, 2021 at 15:18

Dimitri Vulis

11.7k3 gold badges17 silver badges54 bronze badges

Fama-French 3-factor model: factors implying risk

Awarded Oct 4, 2021 at 8:31

Slow Learner

1,1502 gold badges10 silver badges16 bronze badges

Expected value and Variance of a stopped random process

Awarded Oct 3, 2021 at 11:42

Kermittfrog

6,2601 gold badge9 silver badges30 bronze badges

Momentum - Statistical Argument

Awarded Oct 2, 2021 at 4:17

skoestlmeier

2,8764 gold badges21 silver badges51 bronze badges

What does instantaneous forward mean?

Awarded Sep 19, 2021 at 16:42

Yassine Q.

1461 silver badge4 bronze badges

Interest rate implied probability of default

Awarded Sep 10, 2021 at 4:18

Dom

2,13712 silver badges22 bronze badges

Market Making Strategy to Interact with IB API

Awarded Aug 30, 2021 at 1:06

Theodore

1,1721 gold badge18 silver badges35 bronze badges

Path-dependent options valuation

Awarded Aug 19, 2021 at 21:40

Kevin

15.1k3 gold badges28 silver badges62 bronze badges

What's Risk-Neutral in an Interest Rate Model?

Awarded Aug 3, 2021 at 1:46

Gordon

21k1 gold badge35 silver badges78 bronze badges

how to interpret the GRS F test values?

Awarded Jul 29, 2021 at 12:36

Matthew Gunn

6,8641 gold badge21 silver badges31 bronze badges

How to simulate Levy processes

Awarded Jul 28, 2021 at 22:30

Kevin

15.1k3 gold badges28 silver badges62 bronze badges

Hyperbolic and Elliptic PDEs in Quant Finance

Awarded Jul 13, 2021 at 21:46

Kevin

15.1k3 gold badges28 silver badges62 bronze badges

Callable bonds with very short call period. Purpose?

Awarded Jul 7, 2021 at 10:19

dm63

16.2k1 gold badge21 silver badges52 bronze badges

What's the most efficient way to store options and time series data for backtesting?

Awarded Jun 17, 2021 at 1:16

databento

2,31811 silver badges23 bronze badges

Excess, Residual and Active Return

Awarded Jun 16, 2021 at 11:22

nbbo2

10.7k3 gold badges21 silver badges33 bronze badges

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