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 319 times.

Concentration risk in credit portfolio

Awarded Oct 20, 2015 at 4:32

olaker♦

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What are the major models for energy derivatives, particularly electricity derivatives?

Awarded Oct 14, 2015 at 20:29

bill_080

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data on historical stock price of bankrupt companies

Awarded Sep 22, 2015 at 11:36

Richard Herron

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Black-Scholes and Fundamentals

Awarded Sep 9, 2015 at 20:16

vonjd

27.3k11 gold badges101 silver badges164 bronze badges

Statistical properties of stochastic processes for moving average trading to work

Awarded Sep 1, 2015 at 20:23

onlyvix.blogspot.com

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Data source for historical Share Outstanding totals for individual stocks?

Awarded Aug 23, 2015 at 20:52

jlowin

7244 silver badges9 bronze badges

Implications of the Riemann hypothesis in finance?

Awarded Jul 29, 2015 at 15:51

Matt Wolf

14.4k3 gold badges26 silver badges56 bronze badges

Except Zipline, are there any other Pythonic algorithmic trading library I can choose?

Awarded Jun 27, 2015 at 11:11

J. Morris

4164 silver badges7 bronze badges

What are the textbooks used to teach Quantitative Trading at universities?

Awarded Jun 14, 2015 at 23:18

Olaf

1,88914 silver badges17 bronze badges

How can I go about applying machine learning algorithms to stock markets?

Awarded Jun 6, 2015 at 12:24

Shane

9,2054 gold badges50 silver badges56 bronze badges

HFT - How to define and measure latency?

Awarded Jun 5, 2015 at 6:20

Louis Marascio

5,4873 gold badges31 silver badges40 bronze badges

Variance replication using options

Awarded May 30, 2015 at 10:55

Gordon

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Worked examples of applying Ito's lemma

Awarded May 13, 2015 at 19:04

emcor

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Why an option has sometimes and implied volatility greater than 100%?

Awarded Mar 31, 2015 at 12:16

AFK

3,93618 silver badges22 bronze badges

How are risk management practices applied to ML/AI-based automated trading systems

Awarded Mar 30, 2015 at 12:13

Shane

9,2054 gold badges50 silver badges56 bronze badges

What are the steps to perform properly a risk factor analysis on a portfolio?

Awarded Mar 30, 2015 at 6:12

Ram Ahluwalia

13.5k3 gold badges60 silver badges96 bronze badges

How to build a mean reverting basket?

Awarded Jan 22, 2015 at 15:08

John

5,39122 silver badges28 bronze badges

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

Awarded Dec 6, 2014 at 5:26

SRKX

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What are the limitations of Gaussian copulas in respect to pricing credit derivatives?

Awarded Dec 1, 2014 at 4:20

Dirk Eddelbuettel

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How do you remove expected returns from asset allocation strategies?

Awarded Oct 17, 2014 at 7:14

Shane

9,2054 gold badges50 silver badges56 bronze badges

QuantLib and exact numerical simulation

Awarded Sep 23, 2014 at 7:16

Luigi Ballabio

7,00321 silver badges35 bronze badges

When Fed stops QE, Treasury Futures will go down in price, so... LEAP Puts are a good idea?

Awarded Sep 2, 2014 at 17:51

Helin

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What does it mean to be long gamma?

Awarded Apr 24, 2014 at 12:42

strimp099

2,09616 silver badges26 bronze badges

Derivation of Ito's Lemma

Awarded Mar 29, 2014 at 9:10

Bob Jansen♦

8,4385 gold badges37 silver badges60 bronze badges

How to simulate stock prices with a Geometric Brownian Motion?

Awarded Mar 25, 2014 at 3:03

SRKX

11.1k4 gold badges41 silver badges82 bronze badges

What is the necessary level of Econometrics-Know-How for a quant

Awarded Feb 28, 2014 at 9:21

user2763361

2,13418 silver badges14 bronze badges

What is "high frequency quoting" or "quote spam"?

Awarded Dec 21, 2013 at 20:38

lehalle

11.5k1 gold badge49 silver badges80 bronze badges

academic papers about market making

Awarded Oct 26, 2013 at 2:59

lehalle

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So many volatility models. Any comparisons of them?

Awarded Oct 19, 2013 at 20:17

Matt Wolf

14.4k3 gold badges26 silver badges56 bronze badges

Option pricing before Black-Scholes

Awarded Sep 26, 2013 at 9:01

Andrey Taptunov

2,2091 gold badge22 silver badges22 bronze badges

What is exactly Euler's decomposition?

Awarded Sep 19, 2013 at 7:16

olaker♦

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What do eigenvalues/eigenvectors of the yield/forward rates covariance matrices mean?

Awarded Sep 12, 2013 at 15:23

Richi Wa

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What are some quantitative approaches to value investment?

Awarded Aug 27, 2013 at 18:52

Tal Fishman

13.4k6 gold badges63 silver badges109 bronze badges

How to interpret the eigenmatrix from a Johansen cointegration test?

Awarded Aug 1, 2013 at 14:36

Owen

4785 silver badges9 bronze badges

What is the "delta" option quoting convention about?

Awarded Jul 25, 2013 at 21:10

Richard Herron

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How do you estimate the volatility of a sample when points are irregularly spaced?

Awarded May 22, 2013 at 11:19

Brian B

14.7k27 silver badges58 bronze badges

How does volatility affect the price of binary options?

Awarded May 9, 2013 at 15:58

Brian B

14.7k27 silver badges58 bronze badges

Do markets typically fall fast, and rise slowly

Awarded Apr 2, 2013 at 7:15

Bob Jansen♦

8,4385 gold badges37 silver badges60 bronze badges

Effective Euro-USD (EURUSD) Exchange Rate Prior to Euro's Existence

Awarded Mar 12, 2013 at 17:02

ldnquant

8616 silver badges7 bronze badges

Why do high frequency traders use rapidly cancelled limit orders?

Awarded Feb 25, 2013 at 1:39

Louis Marascio

5,4873 gold badges31 silver badges40 bronze badges

How do we use option price models (like Black-Scholes Model) to make money in practice?

Awarded Jan 15, 2013 at 23:19

vonjd

27.3k11 gold badges101 silver badges164 bronze badges

Is MATLAB-generated code good enough for use in live trading?

Awarded Dec 20, 2012 at 6:14

Matt Wolf

14.4k3 gold badges26 silver badges56 bronze badges

Is a linear combination of GARCH processes also a GARCH process?

Awarded Dec 12, 2012 at 3:18

John

5,39122 silver badges28 bronze badges

How credible is Knight pointing the finger at Rule 107C?

Awarded Dec 11, 2012 at 15:21

user508

1,32811 silver badges12 bronze badges

Are there any good tools for back testing options strategies?

Awarded Nov 28, 2012 at 1:01

Shane

9,2054 gold badges50 silver badges56 bronze badges

Monte carlo methods for vanilla european options and Ito's lemma.

Awarded Nov 26, 2012 at 19:11

TheBridge

4,5532 gold badges31 silver badges41 bronze badges

How to update an exponential moving average with missing values?

Awarded Nov 15, 2012 at 13:17

chrisaycock

9,7973 gold badges38 silver badges109 bronze badges

How to optimally allocate capital among trading strategies?

Awarded Oct 1, 2012 at 15:31

Joshua Ulrich

3,1233 gold badges21 silver badges35 bronze badges

How does one measure the effect of latency on potential returns?

Awarded Jul 31, 2012 at 21:20

Ryogi

3,4001 gold badge23 silver badges33 bronze badges

Is the Interactive Brokers API suitable for hft?

Awarded May 9, 2012 at 9:45

Pete

8408 silver badges13 bronze badges

What C++ math libraries are typically used by quants?

Awarded May 4, 2012 at 19:51

Dirk Eddelbuettel

4,8643 gold badges26 silver badges34 bronze badges

How do I graphically represent the evolution of a covariance matrix over time?

Awarded Apr 26, 2012 at 17:32

Ram Ahluwalia

13.5k3 gold badges60 silver badges96 bronze badges

Do weights from portfolio theory contain bias?

Awarded Apr 11, 2012 at 8:52

Ram Ahluwalia

13.5k3 gold badges60 silver badges96 bronze badges

Why is the first principal component a proxy for the market portfolio, and what other proxies exist?

Awarded Apr 9, 2012 at 3:47

Ram Ahluwalia

13.5k3 gold badges60 silver badges96 bronze badges

Random matrix theory (RMT) in finance

Awarded Jan 30, 2012 at 22:17

ZAxisMapping

1,1547 silver badges11 bronze badges

How can I compare distributions using only mean and standard deviation?

Awarded Jan 30, 2012 at 22:17

Shane

9,2054 gold badges50 silver badges56 bronze badges

How does pair trading work?

Awarded Jan 30, 2012 at 8:55

tshauck

7652 gold badges6 silver badges10 bronze badges

What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?

Awarded Jan 11, 2012 at 8:44

olaker♦

5,0409 gold badges44 silver badges57 bronze badges

What is a Quant

Awarded Jan 3, 2012 at 4:49

olaker♦

5,0409 gold badges44 silver badges57 bronze badges

Are there any new Option pricing models?

Awarded Dec 4, 2011 at 16:12

Andrey Taptunov

2,2091 gold badge22 silver badges22 bronze badges

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