Editor - Badge - Quantitative Finance Stack Exchange

Editor

First edit.

Awarded 5312 times.

How do I eliminate developed currency funding cross rate risk in an EMFX position?

Awarded Jun 4, 2011 at 1:11

Thomas Browne

1,1501 gold badge11 silver badges19 bronze badges

Question about equations and risk factors.

Awarded May 31, 2011 at 13:23

balteo

7171 gold badge6 silver badges13 bronze badges

Why are options trades supposed to be delta-neutral?

Awarded May 28, 2011 at 16:50

nicolas

7495 silver badges9 bronze badges

Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?

Awarded May 24, 2011 at 0:14

Jonathan Shore

8016 silver badges7 bronze badges

Mass Market Data Source

Awarded May 22, 2011 at 17:09

Matt Bell

3831 silver badge8 bronze badges

Recommendation for a library to calculate the local volatility surface?

Awarded May 22, 2011 at 9:29

Contango

1,4902 gold badges19 silver badges28 bronze badges

Reliable Economic Data on China

Awarded May 20, 2011 at 12:13

Kamil Sindi

1735 bronze badges

Better understanding of the Datar Mathews Method - Real Option Pricing

Awarded May 11, 2011 at 8:09

Corn

1814 bronze badges

What are some useful approximations to the Black-Scholes formula?

Awarded May 10, 2011 at 16:03

knorv

2,1092 gold badges19 silver badges21 bronze badges

European turbo warrants

Awarded May 5, 2011 at 2:49

nonot1

1612 bronze badges

Free market data (delayed or snapshot)

Awarded May 1, 2011 at 22:14

fabien

3111 silver badge3 bronze badges

Any known bugs with Yahoo Finance adjusted close data ?

Awarded Apr 29, 2011 at 14:29

user508

1,32811 silver badges12 bronze badges

Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)

Awarded Apr 27, 2011 at 21:54

Zach

1,3812 gold badges13 silver badges21 bronze badges

What is a good broker for HFT?

Awarded Apr 26, 2011 at 16:44

G__

8281 gold badge6 silver badges16 bronze badges

How does return-based analysis calculate expected return of a trading system?

Awarded Apr 21, 2011 at 14:38

glyphard

3,6461 gold badge18 silver badges23 bronze badges

Trade matching versus affirmation

Awarded Apr 20, 2011 at 0:57

Puneet Lamba

3892 gold badges3 silver badges10 bronze badges

British hedge/mutual funds performance comparison website [closed]

Awarded Apr 19, 2011 at 19:12

QAZ

352 bronze badges

(post deleted or otherwise unavailable)

Awarded Apr 19, 2011 at 14:42

vehomzzz

1514 bronze badges

George Soros models

Awarded Apr 16, 2011 at 22:02

RegDwight

1091 gold badge1 silver badge4 bronze badges

Forward Adjusting Stock Prices?

Awarded Apr 14, 2011 at 20:37

user749

2132 silver badges5 bronze badges

What .NET library can I use to solve optimization problems?

Awarded Apr 14, 2011 at 6:27

SRKX

11.1k4 gold badges41 silver badges82 bronze badges

How do I calculate weighted mean with negative weights?

Awarded Apr 13, 2011 at 11:17

Bick

6137 silver badges9 bronze badges

penalizing negative skewness by linking $U(\mu)$ and $U(\Sigma)$

Awarded Apr 11, 2011 at 2:46

amber

2812 silver badges5 bronze badges

What is the effect of quant finance on global markets?

Awarded Apr 9, 2011 at 16:41

blunders

1735 bronze badges

Using Black-Scholes equations to "buy" stocks

Awarded Apr 7, 2011 at 15:21

BioinformaticsGal

2471 silver badge3 bronze badges

Availability of machine-readable OCC Infomemos?

Awarded Apr 7, 2011 at 9:26

SCVirus

835 bronze badges

Vanna - any practical uses for risk or pnl attribution purposes?

Awarded Apr 6, 2011 at 21:26

Andrew

3593 silver badges6 bronze badges

Financial Products Markup Language

Awarded Apr 2, 2011 at 9:49

SmallChess

2,2552 gold badges19 silver badges30 bronze badges

Software for decomposing payoff diagrams into plain vanilla products

Awarded Mar 31, 2011 at 14:49

SBF

2,6131 gold badge19 silver badges32 bronze badges

Time-series similarity measures

Awarded Mar 30, 2011 at 16:32

user672

7812 gold badges7 silver badges7 bronze badges

(post deleted or otherwise unavailable)

Awarded Mar 27, 2011 at 16:16

John Manak

1011 bronze badge

Covariance for arbitrarily large portfolios

Awarded Mar 25, 2011 at 15:36

Owe Jessen

1,1347 silver badges18 bronze badges

Mersenne twister random number generator in Java for Monte Carlo Sim.

Awarded Mar 25, 2011 at 12:56

pd123

1091 silver badge7 bronze badges

When to shut down a trend following strategy?

Awarded Mar 19, 2011 at 18:08

Rich C

1,0581 gold badge9 silver badges11 bronze badges

Are public historical time series available for ratings of sovereign debt?

Awarded Mar 16, 2011 at 22:01

Karol J. Piczak

2,7165 gold badges25 silver badges35 bronze badges

Do low volatility stocks outperform high volatility stocks over the long run?

Awarded Mar 13, 2011 at 4:37

Ralph Winters

1,0446 silver badges17 bronze badges

Methods for pricing options

Awarded Mar 11, 2011 at 21:51

amr

2612 silver badges7 bronze badges

How fast is QuickFix ?

Awarded Mar 10, 2011 at 14:01

murrekatt

4263 silver badges5 bronze badges

What is the reference python library for portfolio optimization?

Awarded Mar 9, 2011 at 22:32

philippe

5083 silver badges6 bronze badges

How does UBS hedge its exposure to XVIX ETN?

Awarded Mar 8, 2011 at 3:40

Allen

1033 bronze badges

illiquid american options pricing

Awarded Mar 2, 2011 at 2:45

RockScience

2,0031 gold badge17 silver badges26 bronze badges

Price of Brent versus West Texas Intermediate

Awarded Feb 26, 2011 at 18:19

John Zwinck

1032 bronze badges

estimating the accuracy of a method for forecasting the distribution

Awarded Feb 24, 2011 at 23:48

phil

2301 silver badge2 bronze badges

How do I incorporate time-variability in a pair trading framework?

Awarded Feb 24, 2011 at 15:03

c00kiemonster

4284 silver badges6 bronze badges

Need advice on finding forward spot rates

Awarded Feb 23, 2011 at 16:02

slandau

1734 bronze badges

How would you test the hypothesis "There are no idiosyncratic returns available in the market"?

Awarded Feb 23, 2011 at 8:22

Patrick Burns

2,14212 silver badges10 bronze badges

What SABR $\beta$ to use for EURIBOR swaption smiles

Awarded Feb 21, 2011 at 19:36

ldnquant

8616 silver badges7 bronze badges

Technology stack used in Bloomberg

Awarded Feb 21, 2011 at 11:06

NPE

8774 silver badges7 bronze badges

Digital Signal Processing in Trading

Awarded Feb 16, 2011 at 0:49

bill_080

3,8641 gold badge18 silver badges20 bronze badges

Correlation skew mapping

Awarded Feb 14, 2011 at 16:39

Brian B

14.7k27 silver badges58 bronze badges

System Development / Optimization

Awarded Feb 14, 2011 at 15:54

Joshua Chance

1,3181 gold badge10 silver badges17 bronze badges

Correlation between prices or returns?

Awarded Feb 14, 2011 at 0:33

Milktrader

7311 gold badge6 silver badges17 bronze badges

How should I store tick data?

Awarded Feb 13, 2011 at 7:13

Tim

1684 bronze badges

Option trading API other than Interactive Brokers

Awarded Feb 12, 2011 at 19:13

AnalyticsBuilder

2431 gold badge2 silver badges7 bronze badges

Statistical learning libraries

Awarded Feb 11, 2011 at 16:43

Zarbouzou

2,28320 silver badges25 bronze badges

Is variable binning a good thing to do?

Awarded Feb 10, 2011 at 14:32

Joshua Ulrich

3,1233 gold badges21 silver badges35 bronze badges

How 'High' is the frequency in HFT?

Awarded Feb 9, 2011 at 19:02

pteetor

2,2871 gold badge19 silver badges23 bronze badges

What is a Quant

Awarded Feb 9, 2011 at 18:37

Joel Martinez

6041 gold badge5 silver badges10 bronze badges

What is a martingale?

Awarded Feb 9, 2011 at 14:04

quant_dev

3,2421 gold badge18 silver badges37 bronze badges

What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

Awarded Feb 8, 2011 at 22:54

Scott Saad

1013 bronze badges

Prev 1

…

85 86 87

89 Next