Quantitative Finance

Famous Question

 Famous Question
Question with 10,000 views. This badge can be awarded multiple times.
Awarded 471 times.
Yahoo Calendar - What does TAS mean?
Awarded Nov 4, 2022 at 13:16
Ways of treating time in the BS formula
Awarded Nov 4, 2022 at 9:05
Long Gamma vs Vega
Awarded Nov 1, 2022 at 4:48
Calculating portfolio risk
Awarded Oct 18, 2022 at 22:17
interest rate swap: PV01 vs DV01
Awarded Oct 18, 2022 at 20:19
Carr-Madan Formula
Awarded Oct 18, 2022 at 15:35
Rationale of Fama Macbeth procedure
Awarded Oct 5, 2022 at 3:11
What is curvature risk?
Awarded Sep 30, 2022 at 16:35
How do I calculate Sharpe ratio from P&L?
Awarded Sep 20, 2022 at 21:41
Sharpe ratio and leverage
Awarded Sep 15, 2022 at 9:33
Gradient tree boosting -- do input attributes need to be scaled?
Awarded Sep 7, 2022 at 6:58
What exactly is meant by "microstructure noise"?
Awarded Aug 30, 2022 at 23:34
Getting Index constituents along with returns from Bloomberg
Awarded Aug 23, 2022 at 7:37
Conversion of SPY prices to ES prices
Awarded Aug 18, 2022 at 14:20
Intuitive Explanation for Volatility Smile for Equity
Awarded Aug 15, 2022 at 10:33
S&P's Sovereign Ratings: Clarification on Definitions and Symbols
Awarded Aug 12, 2022 at 10:47
A libor curve VS A 3-month or 6-month libor curve
Awarded Aug 8, 2022 at 9:39
What's the meaning of the intercept in asset pricing model?
Awarded Aug 4, 2022 at 16:27
Why dynamics of local volatility is wrong?
Awarded Jul 29, 2022 at 21:48
detecting and measuring lead lag effect
Awarded Jul 14, 2022 at 14:09
Trading a synthetic replication of the VIX index
Awarded Jul 7, 2022 at 18:02
Getting ETF data from google finance
Awarded Jul 4, 2022 at 2:18
Funded equity collars and margin loans
Awarded Jun 10, 2022 at 10:55
Historical volatility on bloomberg API
Awarded May 22, 2022 at 19:47
Is a stationary process necessarily mean-reverting?
Awarded May 19, 2022 at 1:06
Problems with local volatility models (vs stochastic volatility models)
Awarded May 18, 2022 at 14:47
Spot/Next and Tom/Next FX forward swaps
Awarded May 2, 2022 at 16:26
Multivariate GARCH in Python
Awarded Apr 21, 2022 at 17:48
Calculating log-returns across multiple securities and time
Awarded Apr 21, 2022 at 15:27
How are limit orders selected from the order book?
Awarded Mar 27, 2022 at 17:57
Machine Learning vs Regression and/or Why still use the latter?
Awarded Mar 16, 2022 at 18:08
Half life of Exponetial Weighted Moving Average
Awarded Jan 29, 2022 at 0:56
Taylor series expansion (Volatility Trading book) explanation sought
Awarded Jan 25, 2022 at 11:57
Control for bid/ask bounce in high-frequency trade data?
Awarded Jan 23, 2022 at 23:52
Is the VIX more similar to a volatility swap or a variance swap?
Awarded Jan 18, 2022 at 15:25
What are the properties of Max and Min functions?
Awarded Jan 14, 2022 at 12:15
Negative time value european options
Awarded Jan 9, 2022 at 18:50
Where can I find API access to historical options data? Paid or free?
Awarded Jan 2, 2022 at 14:32
Breeden-Litzenberger formula for risk-neutral densities
Awarded Dec 25, 2021 at 4:42
What are the best free software for backtesting?
Awarded Dec 24, 2021 at 8:20
Black Scholes and the Log Normal Distribution
Awarded Dec 17, 2021 at 2:56
Px last in Bloomberg
Awarded Dec 15, 2021 at 21:09
Fama-French 5 factor model interpretation of coefficients
Awarded Dec 5, 2021 at 17:21
What is a self-financing and replicating portfolio?
Awarded Dec 2, 2021 at 0:17
How to calculate US treasury total return from yield?
Awarded Nov 29, 2021 at 18:25
Calculate strike from Black Scholes delta
Awarded Nov 23, 2021 at 11:52
What time series database can be used with Python and Pandas?
Awarded Nov 19, 2021 at 2:01
Why do not include loan payments in NPV?
Awarded Nov 17, 2021 at 4:10
Earnings and valuation data sources online
Awarded Nov 12, 2021 at 11:35
Par Yield, Bond Yield and Zero Rate
Awarded Nov 8, 2021 at 11:27
Link between Vega and Gamma
Awarded Nov 4, 2021 at 16:17
How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
Awarded Oct 26, 2021 at 12:20
Bayes' rule for conditional expectations (Proof review)
Awarded Oct 20, 2021 at 23:30
Tangency portfolio and CML - Why does it have the highest sharpe ratio?
Awarded Oct 19, 2021 at 10:08
Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
Awarded Oct 12, 2021 at 13:42
List of all Russell 2000 Stocks
Awarded Sep 20, 2021 at 14:32
What to use as portfolio diversification measure?
Awarded Sep 11, 2021 at 23:55
Is there any good research on support and resistance?
Awarded Sep 10, 2021 at 18:26
Stop loss and take profit at the same time on binance
Awarded Sep 7, 2021 at 6:05
Why do high frequency traders use rapidly cancelled limit orders?
Awarded Sep 4, 2021 at 8:16
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