Notable Question - Badge - Quantitative Finance Stack Exchange

Notable Question

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Campbell Shiller log linear relation

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mbih

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Sharpe Ratio - Daily vs Annual

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Paul

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How to calculate the local volatility from implied volatility in practice

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nickzhy

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Senior Preferred vs Senior Unsecured Bonds

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F.G

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How should I interpret this Put Option delta graph?

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Metrician

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Monte Carlo method vs PDE in option pricing

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mrvuive

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RiskMetrics Half-Life and Decay Factor Settings

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The User

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Probability of an Option maturing In-the-money vs. Volatility

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Trajan

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Derivative: Delta of a Down and Out Call Option with Barrier=Debt(K)

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Livia G

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Sticky delta vs sticky strike

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NojaQU

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Where can I find CMS swap trading prices?

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Sithered

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Subadditivity of Expected Shortfall

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honeybadger

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Option pricing and mean reversion

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JoergVanAken

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What is a Brownian motion "under the risk-neutral measure"?

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Bravo

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Dynamic Delta Hedging And a Self Financing Portfolio

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Tim

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Realized Variance (realized volatility)

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s5s

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FX Options price vs implied vol

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Student

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Is there a API to obtain real-time forex data in seconds?

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yemy

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CMS options, cash-settled/physically-settled swaptions

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Ouadia

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Change of Numeraire formula

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Jan Stuller

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Option Pricing for Illiquid case

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Starlord22

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Derivation of VIX Formula

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TryingtobeQuant

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Online courses or C++ books combined with Finance (alternatives to Duffy and Joshi)

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user133100

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Why do I need fancy methods to calculate half-life of mean reversion?

Awarded Aug 15 at 20:08

Vladimir Belik

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Bloomberg bond clean price and accrued amount differs from Quantlib

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Levan

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Market Making Strategies Found by Hamilton-Jacobi-Bellman Equation

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Mesalas

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Is there any way to get a list of all trades that took place for a stock?

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dirtside

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Multivariate Markov Regime switching GARCH

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pulsar

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Candlesticks: timestamp on open versus close

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Peque

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Understanding FX forward points and market usage

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Aldo Shumway

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How does Bloomberg compute the cross currency swap basis?

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Engin YILMAZ

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How to derive forward price on stock with continuous dividend

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BaroqueFreak

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Tools/R code for predicting Dragon-Kings

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vonjd

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Is there a standard method for quantifying mean-reversion for use in directional trading?

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Joshua Chance

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What book(s) would you recommend for structuring and pricing Exotic Products?

Awarded Aug 1 at 4:49

Metrician

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Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex

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jbmusso

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Creating a Covariance Matrix

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Pelumi

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Dou you have an example of implementing Engle-Granger 2-step cointegration?

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Turtles Are Cute

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Calculating skew for an options structure

Awarded Jul 24 at 19:45

helloimgeorgia

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Define the order of GARCH(m.s)

Awarded Jul 24 at 18:17

Maciel

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Where can I find ETF fund flow data?

Awarded Jul 24 at 14:21

zsljulius

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Why do we need event-driven backtesters?

Awarded Jul 20 at 23:48

Idonknow

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in bloomberg, how do they calc dv01 per leg of a IRS

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Randor

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Risk Model Validation

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Mr.Price

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Normalise daily trading volume/value

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Tan Li

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Which proxy is the best to calculate daily risk free rate for a capital asset pricing model?

Awarded Jul 16 at 1:27

Sawsan Sarita

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Is there an open source alternative to Reuters Kondor+?

Awarded Jul 15 at 10:16

Hang

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Do the weights of the exponentially weighted moving average (EWMA) have to sum to 1?

Awarded Jul 15 at 6:55

Sanoj

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How to fit exogenous + GARCH Model In Python?

Awarded Jul 13 at 1:23

Andrea

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C++ textbook recommendation for quants

Awarded Jul 12 at 21:25

user46044

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American put for negative interest rates

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Ulysses

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What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?

Awarded Jul 12 at 16:12

Frido

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Call option with underlying following a Bachelier process

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Sanjay

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Classic dynamic delta-gamma hedging in Python [closed]

Awarded Jul 10 at 10:20

cody_tastic

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Download historical index data, like SP500, using Python. History going back to at least 1960, if not further back

Awarded Jul 8 at 13:33

deb

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How to download bloomberg intraday data efficiently with API

Awarded Jul 4 at 2:56

Mike

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How to quickly calculate PV01? Or quickly calculate notional back given PV01 and duration?

Awarded Jul 3 at 16:20

Mostdoisneverdone

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How do strategies deal with corporate actions?

Awarded Jul 3 at 11:58

Dennis

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Formula for the discounted payoff of a digital option

Awarded Jul 1 at 23:35

Trajan

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Swaptions Gamma Interview Questions

Awarded Jul 1 at 7:30

0xFEE1DEAD

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