Quantitative Finance

Famous Question

 Famous Question
Question with 10,000 views. This badge can be awarded multiple times.
Awarded 471 times.
Calculating half life of mean reverting series with python
Awarded Nov 14, 2020 at 7:26
Delta hedging on Barrier/Digital Options
Awarded Nov 2, 2020 at 6:43
Which algorithms do robo-advisors use?
Awarded Nov 2, 2020 at 4:52
Has spectrum analysis ever been used successfully to analyse historical price data?
Awarded Oct 27, 2020 at 22:47
Interpretation of Macaulay Duration
Awarded Oct 10, 2020 at 19:58
Book on market microstructure
Awarded Oct 8, 2020 at 6:57
Discount Curve Vs Forward Curve
Awarded Sep 30, 2020 at 19:47
Why subtract increase in net working capital to get Free Cash Flows?
Awarded Sep 20, 2020 at 18:10
Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Awarded Sep 15, 2020 at 10:26
Does anyone know of an equivalent to trader test? [duplicate]
Awarded Sep 10, 2020 at 8:20
Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options
Awarded Sep 1, 2020 at 12:10
How to Delta Hedge with Futures?
Awarded Aug 26, 2020 at 14:32
Speed of mean reversion of an interest rate model
Awarded Aug 21, 2020 at 16:56
Usage of Random forests in Quantitative analysis of stocks
Awarded Aug 18, 2020 at 13:56
Best method for interpolating yield curve? [Multiple questions]
Awarded Aug 14, 2020 at 1:35
What causes the call and put volatility surface to differ?
Awarded Aug 6, 2020 at 17:56
Duration of a floating rate bond
Awarded Aug 6, 2020 at 8:02
How can I calculate the strike price or implied volatility from a given delta?
Awarded Jul 31, 2020 at 23:04
Free paper trading site with an API
Awarded Jul 28, 2020 at 9:57
Could someone teach me how to construct the portfolios by compute (like using R, Excel or Eviews)
Awarded Jul 20, 2020 at 17:48
List of central index keys (CIK) for NASDAQ and NYSE
Awarded Jul 2, 2020 at 16:25
where can I get a list of all yahoo finance stocks symbols
Awarded Jun 29, 2020 at 7:27
How to convert the CDS Upfront Fee into the Traded Spread?
Awarded Jun 24, 2020 at 23:03
Calculating instantaneous forward rate from zero-coupon yield curve
Awarded Jun 18, 2020 at 16:51
How to annualize skewness and kurtosis based on daily returns
Awarded Jun 17, 2020 at 8:17
How to interpret the 'price' of a CDS?
Awarded Jun 5, 2020 at 17:15
Free intra-day equity data source
Awarded May 27, 2020 at 21:16
What is Ito's lemma used for in quantitative finance?
Awarded May 24, 2020 at 21:27
relation between asset's and equity volatilities - merton model
Awarded May 24, 2020 at 11:17
Can the Hurst exponent be greater than one?
Awarded May 18, 2020 at 16:27
144A vs Regulation S vs Registered bonds
Awarded May 6, 2020 at 21:16
How to calculate annualised tracking error?
Awarded May 6, 2020 at 13:30
Which risk-free interest rate to use in Black-Scholes equation
Awarded May 3, 2020 at 8:27
Is F# used in trading systems?
Awarded Apr 26, 2020 at 11:42
Margin % Bridge - Effect of Price, Cost, Volume
Awarded Apr 21, 2020 at 7:11
Why the difference between SPY and ^GSPC?
Awarded Apr 19, 2020 at 10:40
What is the equation for Garman-Klass volatility?
Awarded Apr 13, 2020 at 20:05
Realized Volatility vs. Standard deviation of log returns
Awarded Apr 13, 2020 at 14:55
Typical risk aversion parameter value for mean-variance optimization?
Awarded Apr 10, 2020 at 19:45
Find the order of an ARMA model (q & p )
Awarded Apr 5, 2020 at 18:35
R code for Ornstein-Uhlenbeck process
Awarded Apr 5, 2020 at 13:45
What is the relationship between Time-To-Expiry and Delta?
Awarded Apr 5, 2020 at 5:30
What does "convergence" in Monte Carlo simulation mean?
Awarded Mar 24, 2020 at 19:35
How to work out the forward outright price from the bid/ask quotes?
Awarded Mar 23, 2020 at 10:10
Is there a standard model for market impact?
Awarded Mar 10, 2020 at 18:00
What does it mean to be "long or short in volatility"?
Awarded Mar 2, 2020 at 18:55
Duration of a floating rate note
Awarded Feb 29, 2020 at 5:00
Volatility arbitrage - how is the profit extracted?
Awarded Feb 26, 2020 at 16:15
Carry calculation on an interest rate swap
Awarded Feb 25, 2020 at 4:50
Two correlated brownian motions
Awarded Feb 17, 2020 at 11:40
What is the best live options data API?
Awarded Feb 12, 2020 at 16:00
Why do we usually model returns and not prices?
Awarded Feb 10, 2020 at 15:40
What is a "coherent" risk measure?
Awarded Jan 19, 2020 at 13:25
How to get a list of stocks symbol of a specific exchange? [duplicate]
Awarded Jan 19, 2020 at 0:35
Difference between Risk Transfer and Risk Sharing
Awarded Jan 16, 2020 at 11:35
What is a regime switch?
Awarded Jan 12, 2020 at 9:15
Symbols for DAX from Alpha Vantage
Awarded Dec 11, 2019 at 20:55
Simulating the short rate in the Hull-White model
Awarded Dec 7, 2019 at 9:10
How to calculate daily risk free interest rates
Awarded Dec 6, 2019 at 15:40
Why is PV(tax shield) calculated using cost of debt capital for discounting?
Awarded Nov 29, 2019 at 13:00
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