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Quantitative Finance

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Question saved by 25 users. This badge can be awarded multiple times.
Awarded 111 times.
how to derive yield curve from interest rate swap?
Awarded May 4 at 22:22
Quantitative Math required for Market-making?
Awarded Dec 25, 2022 at 6:42
Good Quant-Finance Interview Questions
Awarded Nov 2, 2022 at 0:45
How do different methods and techniques used in pairs trading compare?
Awarded Aug 2, 2022 at 4:57
Portfolio optimization with monte carlo sampling from predictive distribution
Awarded Jun 3, 2022 at 14:35
Why dynamics of local volatility is wrong?
Awarded Apr 26, 2022 at 16:32
Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
Awarded Dec 10, 2021 at 0:55
Kalman Filter Equity Example
Awarded Nov 1, 2021 at 20:56
Explaining the Risk Neutral Measure
Awarded Aug 30, 2021 at 2:17
Why do expected return models and risk models use different factors?
Awarded Jul 16, 2021 at 10:10
Skew arbitrage: How can you realize the skewness of the underlying?
Awarded Jul 9, 2021 at 19:46
Correctly applying GARCH in Python
Awarded May 26, 2021 at 11:20
How do we use option price models (like Black-Scholes Model) to make money in practice?
Awarded May 7, 2021 at 3:04
Transformation from the Black-Scholes differential equation to the diffusion equation - and back
Awarded May 4, 2021 at 22:30
What type of investor is willing to be short gamma?
Awarded Mar 23, 2021 at 4:52
What are the best Journals & Conferences in Quantitative Finance?
Awarded Feb 27, 2021 at 17:01
What are the recent quantitative finance papers we should all read?
Awarded Feb 17, 2021 at 20:18
Central Index Key (CIK) of all traded stocks
Awarded Jan 20, 2021 at 3:36
What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Awarded Jan 1, 2021 at 20:56
Is there a step-by-step guide for calculating portfolio VaR using monte carlo simulations
Awarded Dec 31, 2020 at 17:56
Has spectrum analysis ever been used successfully to analyse historical price data?
Awarded Jul 13, 2020 at 18:57
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Awarded Jun 8, 2020 at 2:51
What kind of basic framework or application do you use to run your trading algorithms?
Awarded Mar 18, 2020 at 15:00
Random matrix theory (RMT) in finance
Awarded Mar 16, 2020 at 15:50
What are the quantitative finance papers that we should all have in our shelves?
Awarded Mar 6, 2020 at 10:20
What is the intuition behind cointegration?
Awarded Mar 5, 2020 at 18:05
A simple formula for calculating implied volatility?
Awarded Feb 3, 2020 at 3:20
What is the best data structure/implementation for representing a time series?
Awarded Dec 9, 2019 at 2:50
Worked examples of applying Ito's lemma
Awarded Dec 9, 2019 at 1:50
Evaluating automated trading strategies: accepted practice
Awarded Nov 12, 2019 at 19:40
Integral of Brownian motion w.r.t. time
Awarded Oct 10, 2019 at 12:20
What exactly is meant by "microstructure noise"?
Awarded Sep 15, 2019 at 19:40
academic papers about market making
Awarded Aug 18, 2019 at 9:25
How to derive the implied probability distribution from B-S volatilities?
Awarded Aug 10, 2019 at 16:45
Why aren't econometric models used more in Quant Finance?
Awarded Jul 18, 2019 at 20:00
What is an efficient data structure to model order book?
Awarded Jul 17, 2019 at 18:00
How does the "risk-neutral pricing framework" work?
Awarded Jul 11, 2019 at 19:55
What is the Swap Curve?
Awarded Apr 24, 2019 at 12:00
What C++ math libraries are typically used by quants?
Awarded Feb 18, 2019 at 8:00
Where to get long time historical intraday data?
Awarded Feb 15, 2019 at 10:05
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Awarded Feb 9, 2019 at 18:35
Why Drifts are not in the Black Scholes Formula
Awarded Dec 22, 2018 at 12:30
What are the quantitative finance books that we should all have in our shelves?
Awarded Oct 23, 2018 at 20:01
Training set of tick-by-tick data?
Awarded Oct 23, 2018 at 20:01
What tools exist for order book analysis and visualization?
Awarded Sep 25, 2018 at 19:55
What is the difference between the methods for calculating VaR?
Awarded Aug 30, 2018 at 17:20
How to calculate historical intraday volatility?
Awarded Aug 24, 2018 at 15:35
Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
Awarded Aug 22, 2018 at 9:02
Book on market microstructure
Awarded Aug 13, 2018 at 7:10
How to estimate real-world probabilities
Awarded Aug 3, 2018 at 0:05
Applications of Fourier theory in trading
Awarded May 26, 2018 at 19:08
Usage of NoSQL storage in Finance
Awarded May 25, 2018 at 6:33
How should I calculate the implied volatility of an American option in a real-time production environment?
Awarded Apr 18, 2018 at 17:12
Building Financial Data Time Series Database from scratch
Awarded Apr 18, 2018 at 4:23
Are there any good tools for back testing options strategies?
Awarded Mar 23, 2018 at 21:50
What are the textbooks used to teach Quantitative Trading at universities?
Awarded Mar 12, 2018 at 23:37
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Awarded Dec 17, 2017 at 11:04
Lévy alpha-stable distribution and modelling of stock prices.
Awarded Nov 11, 2017 at 22:40
How fast is QuickFix ?
Awarded Oct 26, 2017 at 13:55
How to annualize Sharpe Ratio?
Awarded Oct 5, 2017 at 4:03
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