Quantitative Finance

Enlightened

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First to answer and accepted with score of 10 or more. This badge can be awarded multiple times.
Awarded 318 times.
Simple QuantLib Bond Math
Awarded Apr 5, 2020 at 17:05
Backtesting Market Making Strategy or Microstructure Strategy
Awarded Apr 3, 2020 at 11:55
Optimal execution and reinforcement learning
Awarded Apr 2, 2020 at 5:35
Definition of Return of A Long/short Portfolio
Awarded Mar 23, 2020 at 18:00
open problems in mathematical finance
Awarded Mar 19, 2020 at 18:10
Why do trading strategies lose effectiveness over time?
Awarded Mar 10, 2020 at 4:30
Link between Vega and Gamma
Awarded Feb 27, 2020 at 6:45
Reliability of CDS indices?
Awarded Feb 19, 2020 at 18:40
statistical arbitrage vs factor trading
Awarded Feb 18, 2020 at 15:00
Periodic functions when determining No Arbitrage price
Awarded Jan 16, 2020 at 18:30
What is the connection between the risk neutral implied density and the real world density?
Awarded Jan 15, 2020 at 22:50
Relationships between white noise and random walk
Awarded Jan 9, 2020 at 6:15
Why is Brownian motion useful in finance?
Awarded Jan 8, 2020 at 15:10
Solve the following SDE: $\mathrm{d}X_t = a(b-X_t) \,\mathrm{d}t + c X_t \, \mathrm{d}W_t$
Awarded Jan 5, 2020 at 15:15
Why would a trader quickly flicker an order immediately preceding a tick away?
Awarded Dec 19, 2019 at 20:35
Why would an investor trade a variance swap over a volatility swap?
Awarded Dec 11, 2019 at 9:25
Correctly applying GARCH in Python
Awarded Nov 17, 2019 at 19:40
Is it possible to demonstrate that one pricing model is better than another?
Awarded Nov 9, 2019 at 23:25
Can I always use quadratic variation to calculate variance?
Awarded Nov 6, 2019 at 22:00
Random Portfolios vs Efficient Frontier
Awarded Oct 27, 2019 at 13:30
Large trend-followers: why use futures rather than ETFs?
Awarded Oct 18, 2019 at 22:35
Where can I find a clear explanation (brief derivation) of N(d1) and N(d2)?
Awarded Oct 16, 2019 at 22:15
What is Advent Software's Geneva?
Awarded Sep 27, 2019 at 16:50
What is a good topic on financial time series analysis for master thesis?
Awarded Sep 11, 2019 at 18:55
What are the best sources for equity quantitative research?
Awarded Sep 9, 2019 at 19:00
Does banks' profitability really suffer under low interest rates
Awarded Aug 19, 2019 at 9:55
How exactly are corporate bonds priced at issue
Awarded Aug 13, 2019 at 23:55
How to simulate slippage
Awarded Jul 26, 2019 at 18:15
James Simons (Renaissance Technologies Corp.) and his model
Awarded Jul 25, 2019 at 22:35
Cochrane on Return Predictability
Awarded Jul 12, 2019 at 19:25
What mathematical theory is required for high frequency trading?
Awarded Jun 17, 2019 at 8:20
Philosophical Question about Factor Models
Awarded Jun 17, 2019 at 4:55
How to learn QuantLib-python at first?
Awarded Jun 15, 2019 at 2:00
Local vol, stochastic vol, implied vol
Awarded Jun 1, 2019 at 2:25
How to define the objective function for a custom optimization problem?
Awarded Jun 1, 2019 at 2:25
Profiting from price discrepancies between stock exchanges
Awarded May 22, 2019 at 18:50
Is short-gamma inherently a losing strategy?
Awarded May 19, 2019 at 19:00
Formula for forward price of bond
Awarded May 2, 2019 at 17:20
How can I calculate the Maximum Drawdown MDD in python
Awarded May 2, 2019 at 14:55
how do I loop through all the stocks with quantmod and ttr?
Awarded Apr 27, 2019 at 22:35
SPX options vs VIX futures trading
Awarded Apr 26, 2019 at 0:35
What is the reason for the convexity adjustment when pricing a constant maturity swap (CMS)?
Awarded Apr 22, 2019 at 1:25
Statistical learning libraries
Awarded Apr 1, 2019 at 23:20
Difference between GARCH and Heston Volatility model
Awarded Mar 12, 2019 at 13:20
What is the ideal ratio of in-sample length to out-of-sample length?
Awarded Feb 25, 2019 at 14:25
Market making: buy on bid/sell on ask
Awarded Feb 16, 2019 at 19:05
Ho and lee derivation for short rates model
Awarded Feb 15, 2019 at 12:40
Meta-view of different time-series similarity measures?
Awarded Feb 14, 2019 at 7:05
Who has introduced the term 'vega' and why?
Awarded Feb 2, 2019 at 0:15
Please Explain the Debt to China
Awarded Jan 29, 2019 at 0:10
What is the equation for Garman-Klass volatility?
Awarded Dec 31, 2018 at 1:05
Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile
Awarded Dec 26, 2018 at 22:05
Estimate Beta of CAPM from Implied Volatility?
Awarded Dec 2, 2018 at 1:45
Why using 3 months forward to hedge fx risk on a fund of funds portfolio?
Awarded Dec 1, 2018 at 11:40
Reasons for negative autocorrelation
Awarded Nov 24, 2018 at 21:35
Why do we usually model returns and not prices?
Awarded Nov 6, 2018 at 3:35
Hull-White formula on wikipedia, correct?
Awarded Oct 27, 2018 at 10:05
Why are futures valueless?
Awarded Oct 18, 2018 at 10:00
Arbitragefree Pricing: Q vs. P
Awarded Sep 24, 2018 at 13:45
What's the difference between PV01 and DV01 of a bond?
Awarded Sep 3, 2018 at 21:30
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