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Quantitative Finance

Cleanup

 Cleanup
First rollback.
Awarded 49 times.
Is Juneteenth causing a runtime error when bootstrapping curve off of futures?
Awarded Jul 31 at 19:06
Question about marginal risk contribution / portfolio volatility decomposition
Awarded Mar 20 at 22:43
Question about marginal risk contribution / portfolio volatility decomposition
Awarded Mar 20 at 12:05
Where can I get historical ticker change database?
Awarded Jan 29 at 17:41
Good ways to approach this dynamic probability/expected value game
Awarded Jan 9 at 8:15
Accuracy for GARCH models
Awarded Nov 3, 2023 at 15:47
Comparison of the American and European call deltas
Awarded Mar 28, 2023 at 21:42
Caplet "in arrears" pricing formula
Awarded May 12, 2022 at 3:02
Black-Scholes Portfolio
Awarded Sep 15, 2021 at 16:17
where can i get data for foreign exchange order flow
Awarded Aug 26, 2021 at 12:37
What are the differences between Pareto, Fréchet, power law, fat tails and fractal?
Awarded Aug 20, 2021 at 14:34
where can I get a list of all yahoo finance stocks symbols
Awarded Aug 17, 2021 at 5:11
Double knockout binary pricing?
Awarded Jun 7, 2021 at 13:47
Differences between main classes of interest pricing derivatives models
Awarded May 2, 2021 at 0:16
Using market microstructure and exchange-specific knowledge to design trading strategies
Awarded Mar 7, 2021 at 1:04
Zero-coupon bond price volatility with one factor Hull White interest rate model
Awarded Feb 2, 2021 at 18:19
Why do transaction costs increase the range of the no-arbitrage bounds for an option's price?
Awarded Dec 20, 2020 at 8:35
How to trade the Ornstein-Uhlenbeck process?
Awarded Nov 21, 2020 at 23:31
Is 3-month LIBOR quoted in annual terms?
Awarded Nov 9, 2020 at 13:46
Newton's Algorithm for Implied Volatility
Awarded Oct 13, 2020 at 23:11
Minimizing variance vs. expected shortfall: distributions where the difference is salient
Awarded Aug 19, 2020 at 9:42
The problem of the weighted price
Awarded May 13, 2020 at 11:16
Interest rate equation from bond price?
Awarded Aug 5, 2019 at 18:45
Annualization of higher-order co-moments (coskewness and cokurtosis arrays)
Awarded Jun 16, 2019 at 10:10
European put options
Awarded Jan 25, 2019 at 18:50
In search of nice (approx) function forms of the volatility of cumulative simple returns
Awarded Jan 14, 2019 at 17:30
R: optimize timeseries to minimize "integral"
Awarded Jun 15, 2018 at 15:01
Is "eoddata" a good data source?
Awarded Apr 30, 2018 at 22:26
At some intermediate time $t$, does money actually change hands in the trading of a futures contract?
Awarded Feb 5, 2018 at 16:41
What are the significant implications of the long-run average variance rate and why Engle won the Nobel Prize for ARCH model development?
Awarded Jun 21, 2017 at 6:31
Why discounted derivative price is a martingale?
Awarded Jun 16, 2017 at 0:26
How to derive the Black Scholes partial differential equation from a stock log-normal distribution?
Awarded Feb 21, 2017 at 10:51
What data sources are available online?
Awarded Jul 27, 2016 at 1:48
Strategy Risk and Portfolio Allocation Model (copy from nuclear phynance)
Awarded May 29, 2016 at 4:50
Correlation -1 and standard deviation
Awarded Mar 7, 2016 at 20:26
Computing Pooled IRR from the IRRs of parts
Awarded Dec 5, 2015 at 10:36
Under what circumstances Veta is positive?
Awarded Dec 4, 2015 at 16:31
Derivation using Ito's Lemma of price process
Awarded Aug 1, 2015 at 20:37
Dividend as a function of stock
Awarded Jun 17, 2015 at 15:34
Aren't Technical Indicators calculated on Adjusted Close Price?
Awarded Dec 23, 2014 at 20:19
Forex brokers with free API compatible with Node.js
Awarded May 13, 2014 at 18:08
Awarded Sep 13, 2013 at 21:09
Question on an approximation in pricing formula
Awarded Jul 20, 2013 at 12:58
MPT: Adding constraint on minimum asset weight
Awarded May 5, 2012 at 14:51
(post deleted or otherwise unavailable)
Awarded Sep 27, 2011 at 14:25
(post deleted or otherwise unavailable)
Awarded Sep 12, 2011 at 17:01
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Awarded Aug 12, 2011 at 7:53
How should I store tick data?
Awarded Aug 7, 2011 at 13:35
Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Awarded Apr 19, 2011 at 7:37