Quantitative Finance

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Why does buying future options require margin?
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How to test the 5 Factor CAPM of Fama & French (2014)?
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How do I calculate yield from a bond futures contract?
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What are some factually incorrect quantitative finance answers generated by AI?
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Why is a variance swap long skew?
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Greeks of a swaption using Brigo
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Algorithm to detect the aggressor side of a trade
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What kind of front end/ gui is used with trading applications?
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Trading interview gambling question
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What is the difference between market efficiency, market equilibrium, and no-arbitrage?
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Rationale of Fama Macbeth procedure
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How long do algorithmic trading strategies typically remain profitable?
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delta-hedging is failing
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Interpolating FX forward points
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How to gamma hedge and vega hedge an autocallable product?
Awarded Jul 3 at 21:19
Options Market Making Used Implied Volatility Surface
Awarded Jun 23 at 9:27
What is the point of mental arithmetic tests?
Awarded Jun 9 at 19:58
How do I convert order book data into OHCL( Open,High,Low,close) format?
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Transition Between Volatility Regimes
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Advantage of solving the Fokker-Planck equation over Monte-Carlo simulations
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Heston stochastic volatility, Girsanov theorem
Awarded May 11 at 15:30
Intuition behind Implied Volatility Surface
Awarded May 6 at 8:34
Vasicek model calibration
Awarded May 5 at 13:12
Volatility skew and how to capture it?
Awarded May 3 at 11:55
What is the replicating portfolio of swaptions for a constant maturity swap (CMS)?
Awarded Apr 27 at 5:27
Alternative to Block Bootstrap for Multivariate Time Series
Awarded Apr 26 at 7:27
Arbitrage Free Volatility Smile
Awarded Apr 25 at 15:37
What is C++ used for when writing code at High Frequency Trading firms?
Awarded Apr 20 at 11:32
How to price very short dated options?
Awarded Apr 19 at 4:26
What is the most convenient data structure for backtesting a model of futures options prices?
Awarded Apr 3 at 7:57
Unwinding a Portfolio
Awarded Apr 3 at 7:50
Why are my GARCH forecasts biased?
Awarded Apr 3 at 7:50
How to normalize different instruments by volatility?
Awarded Mar 21 at 14:50
Where can someone get free (or very cheap) high frequency tick forex data?
Awarded Mar 17 at 18:33
Bridgewater's Daily Observations
Awarded Jan 18 at 20:51
Mixed local-stochastic volatility model in Quantlib
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Returns and logreturns differences
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SSR definition in Bergomi in relation to sticky strike and sticky delta
Awarded Dec 29, 2022 at 19:18
Rest API to retrieve ISIN
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Is there a quantitative finance ranking system for universities?
Awarded Dec 15, 2022 at 6:57
Mass Market Data Source
Awarded Dec 14, 2022 at 0:05
Change of measure discrete time
Awarded Dec 8, 2022 at 16:11
Arbitragefree Pricing: Q vs. P
Awarded Nov 22, 2022 at 10:22
LIBOR Cessation: Construction of Term-RFRs as LIBOR Fallbacks; Forward vs. Backward Looking
Awarded Nov 14, 2022 at 17:50
Forward implied volatility
Awarded Nov 2, 2022 at 20:09
Does Chan use the wrong state transition model in his Kalman filter code?
Awarded Oct 27, 2022 at 6:57
Why $N(d_1)$ and $N(d_2)$ are different in Black & Scholes
Awarded Oct 24, 2022 at 15:47
Jim Gatheral's assertion on ATM implied volatility vs. square root variance
Awarded Sep 13, 2022 at 12:49
Equivalent to Matlab's financial toolbox in python?
Awarded Sep 7, 2022 at 11:28
How can I calculate the Maximum Drawdown MDD in python
Awarded Sep 3, 2022 at 10:20
What are the typical "realized latencies" across different products and infrastructures?
Awarded Aug 30, 2022 at 4:19
Link between Vega and Gamma
Awarded Aug 24, 2022 at 8:41
Theoretical justification for technical analysis
Awarded Aug 21, 2022 at 13:42
where can I get a list of all yahoo finance stocks symbols
Awarded Aug 17, 2022 at 15:11
In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?
Awarded Aug 1, 2022 at 9:32
What is the total correlation between assets in a portfolio?
Awarded Jun 22, 2022 at 11:15
Risk Model Validation
Awarded Jun 21, 2022 at 14:12
Two correlated brownian motions
Awarded Jun 13, 2022 at 19:26
How to simulate correlated Geometric brownian motion for n assets?
Awarded Jun 7, 2022 at 13:11
How did the algorithm pegging TerraUSD stablecoins to USD fail?
Awarded May 26, 2022 at 18:04
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