Quantitative Finance

Famous Question

 Famous Question
Question with 10,000 views. This badge can be awarded multiple times.
Awarded 471 times.
Bloomberg Currency Exchange Rate Data (London and New York)
Awarded Nov 22, 2019 at 1:10
Seagull option strategy - clear example
Awarded Nov 21, 2019 at 7:35
How to learn QuantLib-python at first?
Awarded Oct 20, 2019 at 11:50
Analyzing tick data
Awarded Oct 15, 2019 at 10:05
Call option arbitrage opportunity
Awarded Oct 12, 2019 at 20:15
Fastest algorithm for calculating retrospective maximum drawdown
Awarded Sep 24, 2019 at 15:35
Where can I download intraday series for DAX and S&P500 Index?
Awarded Sep 20, 2019 at 13:10
How many explanatory variables is too many?
Awarded Aug 28, 2019 at 16:20
Par Yield Curves vs Zero Curves
Awarded Aug 5, 2019 at 14:00
Delta of binary option
Awarded Jul 29, 2019 at 21:30
What are the quantitative finance books that we should all have in our shelves?
Awarded Jul 5, 2019 at 15:55
Risk Neutral Probability
Awarded Jun 18, 2019 at 1:30
formula for physical DV01 of interest rate swap
Awarded May 24, 2019 at 15:40
Price at Specific Time from Bloomberg
Awarded May 13, 2019 at 12:25
The Difference between Notional and Par Value of a Bond
Awarded May 2, 2019 at 14:35
Is the stock price process a martingale or a Markov process?
Awarded Apr 20, 2019 at 11:30
Difference between ito process, brownian motion and random walk
Awarded Apr 17, 2019 at 1:20
What value should the risk free monthly return rate be (Sharpe ratio calculation)?
Awarded Apr 11, 2019 at 10:15
Quick way to check what 'tape' a stock belongs to?
Awarded Apr 5, 2019 at 22:05
Bachelier model call option pricing formula
Awarded Apr 3, 2019 at 12:40
Duration of perpetual bond
Awarded Apr 3, 2019 at 9:15
How can I calculate the Maximum Drawdown MDD in python
Awarded Mar 24, 2019 at 17:50
Why is Value at Risk non-negative?
Awarded Mar 12, 2019 at 3:00
Fama-Macbeth second step confusion
Awarded Mar 9, 2019 at 0:35
What's the difference between credit risk and counterparty credit risk?
Awarded Mar 5, 2019 at 16:55
What are the best Journals & Conferences in Quantitative Finance?
Awarded Feb 6, 2019 at 8:35
What is a Constant Maturity Swap (CMS) rate?
Awarded Jan 31, 2019 at 18:25
How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
Awarded Jan 22, 2019 at 12:35
Where do I get historic performance data of the MSCI World Growth/Value index
Awarded Jan 10, 2019 at 8:00
Historical Level 2 Data (Market Depth)
Awarded Dec 26, 2018 at 0:25
Integral of Brownian motion w.r.t. time
Awarded Dec 21, 2018 at 13:55
Is there a Bloomberg field for a bonds (upcoming) coupon dates?
Awarded Dec 18, 2018 at 14:15
Why is short term implied volatility typically higher?
Awarded Dec 5, 2018 at 4:00
What are the implication of a negative risk-free rate on SML?
Awarded Dec 2, 2018 at 23:30
CAPM - Beta of zero and its implications on diversification
Awarded Dec 2, 2018 at 12:20
Difference between CAPM and single index model
Awarded Nov 28, 2018 at 15:35
What does it mean by autocorrelation coefficient near 1?
Awarded Nov 27, 2018 at 20:35
how do I loop through all the stocks with quantmod and ttr?
Awarded Nov 25, 2018 at 22:20
Formula for forward price of bond
Awarded Nov 20, 2018 at 17:55
How to calculate the conditional variance of a time series?
Awarded Nov 14, 2018 at 21:30
Skew arbitrage: How can you realize the skewness of the underlying?
Awarded Nov 6, 2018 at 8:10
Deriving spot rates from treasury yield curve
Awarded Nov 5, 2018 at 12:45
Is statistical arbitrage on FX possible?
Awarded Nov 2, 2018 at 3:30
The future language of quant programming? [closed]
Awarded Oct 9, 2018 at 16:05
Option trading API other than Interactive Brokers
Awarded Sep 30, 2018 at 3:25
What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?
Awarded Sep 29, 2018 at 9:02
How to get list of all CUSIPS/ISIN?
Awarded Sep 28, 2018 at 1:20
What is the price pressure?
Awarded Sep 27, 2018 at 17:10
Why should we expect geometric Brownian motion to model asset prices?
Awarded Sep 27, 2018 at 12:45
Performance of Open Source Time Series Database for Financial Market Data
Awarded Sep 13, 2018 at 22:15
How do I use machine learning to build a credit scoring model? [closed]
Awarded Sep 10, 2018 at 8:25
Why would a 6M LIBOR rate be significantly above 3M LIBOR, ED futures and swap rates?
Awarded Sep 6, 2018 at 20:45
where can i get data for foreign exchange order flow
Awarded Sep 1, 2018 at 22:20
How to calibrate Hull-White from zero curve?
Awarded Sep 1, 2018 at 19:11
Where to get price data on Credit Default Swaps?
Awarded Aug 29, 2018 at 13:05
question regarding carry & roll of a bond
Awarded Aug 8, 2018 at 4:35
Copulas simply explained
Awarded Aug 7, 2018 at 5:02
What concepts are the most dangerous ones in quantitative finance work?
Awarded Aug 5, 2018 at 0:10
True or False? An option's price will always be greater than or equal to its intrinsic value
Awarded Jul 23, 2018 at 18:51
Cumulative vs marginal probability of default
Awarded Jul 15, 2018 at 22:54
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