Quantitative Finance

Famous Question

 Famous Question
Question with 10,000 views. This badge can be awarded multiple times.
Awarded 471 times.
What does instantaneous forward mean?
Awarded Aug 26, 2021 at 14:27
How can put options be more expensive than call options in an efficient market?
Awarded Aug 21, 2021 at 21:56
Where to get MSCI World Index constituents (+ weights)
Awarded Aug 10, 2021 at 16:31
Marginal Risk Contribution Formula
Awarded Aug 3, 2021 at 13:50
When should we use SWIFT versus FIX?
Awarded Jul 28, 2021 at 16:03
Cost of rolling futures contracts
Awarded Jul 24, 2021 at 21:02
Null and Alternative hypothesis for multiple linear regression
Awarded Jul 23, 2021 at 1:51
Programmatically detect RSI divergence
Awarded Jul 19, 2021 at 20:32
R: Fast and efficient way of running a multivariate regression across a (really) large panel (First pass of Fama MacBeth)
Awarded Jul 9, 2021 at 15:21
Proof of gamma profit formula
Awarded Jul 7, 2021 at 13:48
How to calculate ex Ante Tracking Error
Awarded Jun 30, 2021 at 11:10
Annualzing the log of daily returns riddle
Awarded Jun 24, 2021 at 14:42
Which Database (MySql or NoSQL) for a Stock market App
Awarded Jun 15, 2021 at 6:56
Should Sharpe ratio be computed using log returns or relative returns?
Awarded Jun 11, 2021 at 18:56
Why do we assume quadratic utility in portfolio theory?
Awarded Jun 9, 2021 at 9:25
Calculate correlation between two sub portfolios and the combined portfolio
Awarded Jun 9, 2021 at 4:30
FOREX: why does SPREAD peak at 22:00 gmt
Awarded May 26, 2021 at 21:28
CSA discounting vs OIS discounting
Awarded May 26, 2021 at 11:41
Gamma and delta P&L example question
Awarded May 24, 2021 at 23:20
How do I evaluate the suitability of a GARCH model?
Awarded May 14, 2021 at 3:15
What is the difference between conditional volatility and realized volatility?
Awarded May 6, 2021 at 4:51
Which database to choose for storing and aggregating finance data?
Awarded May 4, 2021 at 18:11
Why FX Vanilla Options are quoted in volatility
Awarded Apr 29, 2021 at 12:54
How to estimate real-world probabilities
Awarded Apr 23, 2021 at 2:01
Local Volatility vs. Stochastic Volatility
Awarded Apr 18, 2021 at 9:57
Where can someone get free (or very cheap) high frequency tick forex data?
Awarded Apr 13, 2021 at 7:45
What is the intuitive reason why the Gamma and the Theta tend to have the opposite sign?
Awarded Apr 9, 2021 at 15:31
Local volatility surface corresponding to the implied volatility surface
Awarded Apr 9, 2021 at 0:10
How to calculate the JdK RS-Ratio
Awarded Apr 8, 2021 at 1:55
Interpolating FX forward points
Awarded Apr 7, 2021 at 11:40
Why are there no papers about stock prediction with machine learning in leading financial journals?
Awarded Apr 1, 2021 at 9:57
How to calculate Sharpe Ratio from $ returns?
Awarded Mar 24, 2021 at 23:49
Is variable binning a good thing to do?
Awarded Mar 23, 2021 at 17:40
Time Series Regression with Overlapping Data
Awarded Mar 22, 2021 at 5:30
Can the duration of a bond be greater than Time to Maturity
Awarded Mar 16, 2021 at 15:11
Value of American Call vs Value of European Call when using implicit finite differences
Awarded Mar 9, 2021 at 16:26
Why shrink the covariance matrix?
Awarded Mar 9, 2021 at 8:04
How to interpret Carhart Four-Factor Model?
Awarded Mar 3, 2021 at 15:08
Which risk free rate is assumed by market when pricing american options?
Awarded Feb 24, 2021 at 22:04
Calculate theoretical forward price of a stock
Awarded Feb 24, 2021 at 1:25
Kelly criterion and Sharpe ratio
Awarded Feb 8, 2021 at 15:02
Hurst Exponent Calculation
Awarded Jan 30, 2021 at 17:26
Why is realized volatility typically lower than implied volatility?
Awarded Jan 29, 2021 at 14:58
What happens to accrued interest and coupon payment if coupon date is weekend?
Awarded Jan 21, 2021 at 14:08
Open source software for stock screening and scanning using technical analysis?
Awarded Jan 15, 2021 at 18:04
Dv01 of Eurodollar futures contract
Awarded Jan 9, 2021 at 23:48
Are there comprehensive analyses of theta decay in weekly options?
Awarded Jan 9, 2021 at 2:27
Calculate OIS rate 3 months, 1 year
Awarded Jan 6, 2021 at 6:49
List of TSX stocks with their sector and industry
Awarded Jan 2, 2021 at 4:55
How do I calculate yield from a bond futures contract?
Awarded Dec 29, 2020 at 15:26
Alternative to tradertest.org for mental math practice [duplicate]
Awarded Dec 24, 2020 at 2:11
Bloomberg Libor Rates
Awarded Dec 23, 2020 at 4:21
how to interpret the GRS F test values?
Awarded Dec 13, 2020 at 13:42
Why is this stochastic integral a martingale?
Awarded Dec 12, 2020 at 14:12
What is a real world example of negative forward interest rate?
Awarded Dec 6, 2020 at 21:49
Calculate Average Price, Cost, (Un)Realized P&L of a position based on executed trades
Awarded Dec 3, 2020 at 16:36
Using linear regression on (lagged) returns of one stock to predict returns of another
Awarded Nov 27, 2020 at 6:26
How reliable is data from CSI Market?
Awarded Nov 26, 2020 at 17:02
Replication strategy of European call option
Awarded Nov 24, 2020 at 4:42
Gamma Pnl vs Vega Pnl
Awarded Nov 20, 2020 at 18:10
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