Skip to main content
Quantitative Finance

Famous Question

 Famous Question
Question with 10,000 views. This badge can be awarded multiple times.
Awarded 519 times.
Implied interest rate from FX swap
Awarded Jan 4, 2017 at 9:41
Conversion factor for bonds
Awarded Dec 30, 2016 at 15:31
Transformation from the Black-Scholes differential equation to the diffusion equation - and back
Awarded Dec 16, 2016 at 16:37
How are HFT systems implemented on FPGA nowadays?
Awarded Dec 15, 2016 at 14:01
How to derive the implied probability distribution from B-S volatilities?
Awarded Dec 13, 2016 at 20:21
Convexity adjustment for a forward swap rate
Awarded Dec 5, 2016 at 14:15
Applications of Fourier theory in trading
Awarded Dec 1, 2016 at 4:44
Is R being replaced by Python at quant desks?
Awarded Nov 24, 2016 at 8:52
What is the difference between the methods for calculating VaR?
Awarded Nov 18, 2016 at 13:18
Time-series similarity measures
Awarded Nov 7, 2016 at 21:59
Data source for historical Share Outstanding totals for individual stocks?
Awarded Nov 1, 2016 at 10:07
How to compute the implied probability of default from a CDS spread?
Awarded Oct 28, 2016 at 10:16
Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
Awarded Oct 27, 2016 at 18:32
Worked examples of applying Ito's lemma
Awarded Oct 24, 2016 at 7:52
Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Awarded Oct 19, 2016 at 14:07
Are public historical time series available for ratings of sovereign debt?
Awarded Sep 17, 2016 at 13:22
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Awarded Sep 17, 2016 at 3:47
How to numerically obtain delta?
Awarded Aug 25, 2016 at 13:42
What is a Heat Rate Option?
Awarded Aug 23, 2016 at 17:14
Central Index Key (CIK) of all traded stocks
Awarded Aug 16, 2016 at 15:19
The difference between Close price and Settelment Price for future contracts
Awarded Aug 16, 2016 at 7:57
Why non-stationary data cannot be analyzed?
Awarded Aug 12, 2016 at 6:34
What is the "delta" option quoting convention about?
Awarded Aug 10, 2016 at 9:31
Why does the adjusted closing price take into account dividends?
Awarded Jul 11, 2016 at 22:15
how to calculate a cross-currency swap in basis pt?
Awarded Jul 11, 2016 at 16:06
What is the implied volatility skew?
Awarded Jul 10, 2016 at 17:58
How is PnL calculated
Awarded Jul 7, 2016 at 18:05
Relationship between Beta and Standard Deviation
Awarded Jun 25, 2016 at 15:45
Is "eoddata" a good data source?
Awarded Jun 11, 2016 at 10:01
What do the terms in-sample and out-of-sample estimates mean in MVO?
Awarded Jun 9, 2016 at 14:03
How does Yahoo finance calculate Beta?
Awarded May 22, 2016 at 7:27
What type of investor is willing to be short gamma?
Awarded May 18, 2016 at 14:54
How do I calculate the delta of a convertible bond?
Awarded May 11, 2016 at 19:24
What does the prefix PX stand for on a Bloomberg Terminal?
Awarded May 4, 2016 at 1:29
What is the best data structure/implementation for representing a time series?
Awarded Apr 20, 2016 at 14:53
Why would an investor trade a variance swap over a volatility swap?
Awarded Feb 12, 2016 at 9:35
How can we reverse engineer a market-making algorithm (HFT)?
Awarded Jan 28, 2016 at 17:55
What is the difference between convertible bond and bond with warrant?
Awarded Jan 25, 2016 at 6:38
Any known bugs with Yahoo Finance adjusted close data ?
Awarded Jan 16, 2016 at 9:24
How to identify technical analysis chart patterns algorithmically?
Awarded Jan 16, 2016 at 6:30
What does it mean to be long gamma?
Awarded Jan 4, 2016 at 7:43
Except Zipline, are there any other Pythonic algorithmic trading library I can choose?
Awarded Dec 26, 2015 at 9:12
What open source trading platform are available
Awarded Dec 22, 2015 at 14:45
How does the "risk-neutral pricing framework" work?
Awarded Dec 16, 2015 at 6:57
What is the difference between asset management and wealth management?
Awarded Dec 9, 2015 at 5:12
Is Scala used in trading systems
Awarded Nov 26, 2015 at 3:50
Are there any good tools for back testing options strategies?
Awarded Nov 25, 2015 at 18:05
Switching from Matlab to Python for Quant Trading and Research
Awarded Nov 16, 2015 at 4:25
What is the Swap Curve?
Awarded Nov 9, 2015 at 14:57
How fast is QuickFix ?
Awarded Oct 26, 2015 at 23:24
Calculating spot rate of interest
Awarded Oct 7, 2015 at 1:50
Usage of NoSQL storage in Finance
Awarded Sep 15, 2015 at 21:17
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
Awarded Sep 14, 2015 at 21:41
What is the reference python library for portfolio optimization?
Awarded Sep 11, 2015 at 8:25
Kalman Filter Equity Example
Awarded Sep 7, 2015 at 22:16
Why do some people claim the delta of an ATM call option is 0.5?
Awarded Aug 31, 2015 at 17:21
Trade matching versus affirmation
Awarded Aug 14, 2015 at 4:26
Exercising an American call option early
Awarded Aug 11, 2015 at 6:27
What is the role of Credit Valuation Adjustment (CVA) desks in investment banks?
Awarded Jul 27, 2015 at 17:57
Why use swap-rates in a yield curve?
Awarded Jul 12, 2015 at 3:52
1
…
5 6 7
8
9