Quantitative Finance

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Awarded 128 times.
How can we reverse engineer a market-making algorithm (HFT)?
Awarded Feb 22 at 17:56
Is the Interactive Brokers API suitable for hft?
Awarded Jan 25 at 0:11
Difference between OIS Rate and Fed Funds Rate
Awarded Dec 14, 2022 at 22:41
Does implied volatility vary for calls vs puts?
Awarded Nov 28, 2022 at 19:57
What exactly is meant by "microstructure noise"?
Awarded Nov 11, 2022 at 8:55
Carr-Madan Formula
Awarded Oct 9, 2022 at 13:56
How are correlation and cointegration related?
Awarded Oct 6, 2022 at 8:33
Worked examples of applying Ito's lemma
Awarded Aug 7, 2022 at 19:21
How can I calculate the Maximum Drawdown MDD in python
Awarded Jul 7, 2022 at 1:49
What is a martingale?
Awarded Jun 29, 2022 at 20:17
Central Index Key (CIK) of all traded stocks
Awarded Jun 8, 2022 at 19:31
academic papers about market making
Awarded May 6, 2022 at 4:09
Shape and geometry of the yield curve
Awarded Apr 12, 2022 at 18:31
How do I graphically represent the evolution of a covariance matrix over time?
Awarded Feb 16, 2022 at 19:55
What is the "leverage effect" for stocks?
Awarded Feb 5, 2022 at 8:19
How are limit orders selected from the order book?
Awarded Jan 27, 2022 at 21:11
What are some useful approximations to the Black-Scholes formula?
Awarded Jan 4, 2022 at 0:51
When to use Monte Carlo simulation over analytical methods for options pricing?
Awarded Dec 28, 2021 at 18:46
What papers have progressed the field of quantitative finance in recent years (post 2000)?
Awarded Dec 1, 2021 at 23:45
Book on market microstructure
Awarded Sep 14, 2021 at 16:57
What causes the call and put volatility surface to differ?
Awarded Aug 30, 2021 at 13:26
What's the difference between PV01 and DV01 of a bond?
Awarded Aug 17, 2021 at 8:17
Explaining the Risk Neutral Measure
Awarded Aug 16, 2021 at 19:16
What is an efficient data structure to model order book?
Awarded Apr 23, 2021 at 22:47
Why are there no papers about stock prediction with machine learning in leading financial journals?
Awarded Apr 2, 2021 at 0:16
Why are there no papers about stock prediction with machine learning in leading financial journals?
Awarded Mar 19, 2021 at 11:40
Why dynamics of local volatility is wrong?
Awarded Mar 15, 2021 at 9:51
Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Awarded Jan 28, 2021 at 8:36
What is the best data structure/implementation for representing a time series?
Awarded Jan 22, 2021 at 20:45
Central Index Key (CIK) of all traded stocks
Awarded Jan 20, 2021 at 3:41
What open source trading platform are available
Awarded Jan 14, 2021 at 13:42
What is an efficient data structure to model order book?
Awarded Oct 9, 2020 at 14:22
Exercising an American call option early
Awarded Sep 28, 2020 at 2:50
What is the difference between volatility and variance?
Awarded Aug 10, 2020 at 7:06
Is R being replaced by Python at quant desks?
Awarded Jul 24, 2020 at 10:15
Innovative ways of visualizing financial data
Awarded Jul 24, 2020 at 10:15
Building Financial Data Time Series Database from scratch
Awarded Jul 18, 2020 at 10:47
How can I go about applying machine learning algorithms to stock markets?
Awarded Jul 11, 2020 at 20:31
Arbitrage opportunity interview question
Awarded Jul 10, 2020 at 23:58
Good quant finance jokes
Awarded Jul 9, 2020 at 14:56
What are the quantitative finance papers that we should all have in our shelves?
Awarded Jun 25, 2020 at 10:34
Time-series similarity measures
Awarded Jun 14, 2020 at 9:11
Did Citigroup really fail three times in the last 40 years?
Awarded May 27, 2020 at 14:16
A simple formula for calculating implied volatility?
Awarded May 18, 2020 at 17:46
how to derive yield curve from interest rate swap?
Awarded Apr 7, 2020 at 0:25
Why Drifts are not in the Black Scholes Formula
Awarded Dec 29, 2019 at 10:50
Why is volatility mean-reverting?
Awarded Dec 26, 2019 at 15:00
What mathematical theory is required for high frequency trading?
Awarded Nov 28, 2019 at 11:45
Where to get long time historical intraday data?
Awarded Nov 14, 2019 at 23:30
What concepts are the most dangerous ones in quantitative finance work?
Awarded Nov 8, 2019 at 19:25
Are there any new Option pricing models?
Awarded Nov 8, 2019 at 19:25
Time-series similarity measures
Awarded Sep 26, 2019 at 7:40
How to annualize Sharpe Ratio?
Awarded Sep 10, 2019 at 3:00
Is R being replaced by Python at quant desks?
Awarded Sep 4, 2019 at 22:10
What are the textbooks used to teach Quantitative Trading at universities?
Awarded Jun 27, 2019 at 8:25
Recommendations for books to understand the math in quantitative finance papers?
Awarded Jun 26, 2019 at 5:35
How does the "risk-neutral pricing framework" work?
Awarded Jun 4, 2019 at 5:55
Integral of Brownian motion w.r.t. time
Awarded May 9, 2019 at 22:00
Is there a standard model for market impact?
Awarded May 4, 2019 at 22:45
How to estimate real-world probabilities
Awarded May 4, 2019 at 18:10
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