Quantitative Finance

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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
Awarded Jan 15 at 2:12
Returns and logreturns differences
Awarded Jan 3 at 8:47
SSR definition in Bergomi in relation to sticky strike and sticky delta
Awarded Dec 29, 2022 at 19:18
Rest API to retrieve ISIN
Awarded Dec 18, 2022 at 12:35
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
Most complete list of investment mistakes in stock markets
Awarded May 17, 2022 at 13:28
What's the meaning of the intercept in asset pricing model?
Awarded May 16, 2022 at 19:01
Implied Vol Smile: from Calls, Puts or Both?
Awarded May 12, 2022 at 3:02
Risk management tools for long term Gamma/Vega sellers subject to margin calls
Awarded May 10, 2022 at 6:21
Does anyone know of an equivalent to trader test?
Awarded May 9, 2022 at 10:15
No arbitrage conditions for normal implied volatility
Awarded May 4, 2022 at 14:57
Tick Imbalance Bars - Advances in Financial Machine Learning
Awarded May 4, 2022 at 12:10
Expectation of Gamma times S$^2$ in Black-Scholes model
Awarded May 2, 2022 at 12:58
Why not just be long VIX and wait for the next volatile period?
Awarded Apr 24, 2022 at 15:51
Is there a name for, or any research on, a system where you try to predict future price by finding a similar price history in the past?
Awarded Apr 18, 2022 at 19:41
Feller Condition (Cox-Ingersoll-Ross) source
Awarded Apr 3, 2022 at 20:32
What does the prefix PX stand for on a Bloomberg Terminal?
Awarded Mar 31, 2022 at 4:25
How to test for and how to simulate price rise/fall asymmetry in the stock market
Awarded Mar 22, 2022 at 7:41
Is price gaping the major risk that market maker has?
Awarded Mar 19, 2022 at 12:27
SDF as an affine transformation of the tangency portfolio
Awarded Mar 10, 2022 at 9:49
Heston Model Option Price Formula
Awarded Feb 27, 2022 at 11:20
Limitations of Monte Carlo simulations in finance
Awarded Dec 28, 2021 at 18:46
What is the best alternative of Quantlib library
Awarded Dec 25, 2021 at 15:56
Local volatility surface corresponding to the implied volatility surface
Awarded Dec 4, 2021 at 11:19
Can the Heston model be shown to reduce to the original Black Scholes model if appropriate parameters are chosen?
Awarded Dec 4, 2021 at 11:19
Given $\mathbb Q$ and $X_t$ is $\mathbb Q$-Brownian, find $\frac{d\mathbb Q}{d\mathbb P}$ / Uniqueness of Brownian or Radon-Nikodym derivative
Awarded Dec 3, 2021 at 11:35
Do you know a good article on ETF's counterparty risk analysis?
Awarded Dec 3, 2021 at 11:35
How to model natural gas forward price?
Awarded Dec 2, 2021 at 18:08
Option Portfolio Risk - Volatility/Skew - practical implementation
Awarded Dec 2, 2021 at 18:08
Transition densities in the Heston model
Awarded Nov 17, 2021 at 8:05
Typical risk aversion parameter value for mean-variance optimization?
Awarded Nov 14, 2021 at 5:48
Risk-neutral pricing in incomplete markets
Awarded Nov 1, 2021 at 17:33
What are the econometric assumptions in the Fama-MacBeth procedure (1973)?
Awarded Oct 15, 2021 at 12:04
What kind of return can an average algorithmic trading firm achieve today?
Awarded Oct 11, 2021 at 2:26
What does instantaneous forward mean?
Awarded Sep 27, 2021 at 11:06
LIBOR replacement in client products and prospective pricing
Awarded Sep 6, 2021 at 12:31
Why does jump process has to be Cadlag and not the other way around
Awarded Aug 17, 2021 at 18:17
How to compute $E[W(T)\exp(W(T)]$
Awarded Aug 16, 2021 at 7:56
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