Quantitative Finance

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Share a link to a post later visited by 25 unique IP addresses. This badge can be awarded multiple times.
Awarded 193 times.
Can european call option on stock have positive theta? (assume positive interest rate)
Awarded Sep 24 at 1:10
VIX Calculations/Which product?
Awarded Sep 15 at 8:41
Using market microstructure and exchange-specific knowledge to design trading strategies
Awarded Sep 13 at 12:11
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Awarded Sep 9 at 9:27
Why Drifts are not in the Black Scholes Formula
Awarded Sep 7 at 8:27
Probability of an Option maturing In-the-money vs. Volatility
Awarded Sep 5 at 17:56
Calculating probability of options with normal/lognormal distribution: does time make a difference?
Awarded Aug 30 at 22:46
Option Pricing for Illiquid case
Awarded Aug 22 at 22:15
Obtaining risk-neutral probability from option prices
Awarded Aug 5 at 22:57
Machine Learning vs Regression and/or Why still use the latter?
Awarded Aug 5 at 0:48
Theta changes over time
Awarded Jul 27 at 11:42
What are the quantitative finance books that we should all have in our shelves?
Awarded Jul 23 at 5:27
How can I calculate the strike price or implied volatility from a given delta?
Awarded Jul 21 at 21:05
What are the quantitative finance books that we should all have in our shelves?
Awarded Jul 16 at 15:10
Garman-Kohlhagen (Black-Scholes) Formula vs. Bloomberg OVML Calculator
Awarded Jul 10 at 9:48
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Awarded Jul 9 at 12:51
Backtesting using microstructure (orderbook) data
Awarded Jul 9 at 4:28
Is a volatility forecast essentially a delta forecast in vanilla European options?
Awarded Jun 13 at 2:17
Delta-hedge experiment of American Put option
Awarded Jun 7 at 21:05
FX Option pricing on Forward vs. Spot
Awarded May 21 at 22:40
Understanding out-of-sample performance metrics for Realized Volatility
Awarded May 20 at 23:45
Graeme West's VBA code Monotone Convex
Awarded May 9 at 22:10
Pathwise sensitivities of American options - Derivative of the American payoff function
Awarded May 6 at 11:32
How to calculate the conditional variance of a time series?
Awarded Apr 24 at 21:15
How do strategies deal with corporate actions?
Awarded Apr 20 at 20:55
Interpreting the coefficients of Fama-MacBeth regression
Awarded Feb 26 at 15:41
FX Options price vs implied vol
Awarded Jan 31 at 8:35
What are the best sources for equity quantitative research?
Awarded Jan 26 at 6:57
What is the intuition behind cointegration?
Awarded Jan 25 at 23:09
Value of Call Option as Volatility goes to Infinity
Awarded Dec 15, 2022 at 17:05
In R, Performance Analytics package, chart.Drawdown, plot several drawdowns curves on the same plot
Awarded Dec 5, 2022 at 19:35
Decode stock market data from C++
Awarded Nov 23, 2022 at 13:02
How does the "risk-neutral pricing framework" work?
Awarded Sep 29, 2022 at 18:33
interest rate swap: PV01 vs DV01
Awarded Sep 22, 2022 at 16:04
How can I learn about the quantitative aspects of market making in illiquid single stock options?
Awarded Jul 20, 2022 at 23:57
Why does the adjusted closing price take into account dividends?
Awarded Jul 15, 2022 at 21:00
(post deleted or otherwise unavailable)
Awarded Jun 13, 2022 at 2:21
Equivalent BS volatility formula under the Heston model?
Awarded Jun 5, 2022 at 21:52
(post deleted or otherwise unavailable)
Awarded May 28, 2022 at 9:07
(post deleted or otherwise unavailable)
Awarded May 25, 2022 at 15:11
Most complete list of investment mistakes in stock markets
Awarded May 18, 2022 at 2:33
How can I go about applying machine learning algorithms to stock markets?
Awarded May 7, 2022 at 12:26
Paper on returns from perfect market timing?
Awarded Apr 28, 2022 at 7:06
Why are options on Leveraged ETFs cheaper than ETFs — on the same underlying index and expiration?
Awarded Apr 16, 2022 at 12:00
Why are options on Leveraged ETFs cheaper than ETFs — on the same underlying index and expiration?
Awarded Apr 9, 2022 at 17:01
What are the quantitative finance books that we should all have in our shelves?
Awarded Mar 20, 2022 at 15:08
Does implied volatility vary for calls vs puts?
Awarded Dec 26, 2021 at 16:18
Programmatically detect RSI divergence
Awarded Dec 23, 2021 at 12:11
Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Awarded Nov 18, 2021 at 18:17
Explaining the Risk Neutral Measure
Awarded Sep 24, 2021 at 22:50
From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Awarded Sep 3, 2021 at 9:11
Cross Currency Swap pricing
Awarded Jul 14, 2021 at 16:11
Total Return measurement paradox w/ Adjusted Close Prices
Awarded Jun 24, 2021 at 7:30
Digital Signal Processing in Trading
Awarded May 18, 2021 at 14:31
Finding optimal calendar spreads and diagonals
Awarded Apr 30, 2021 at 13:38
Debunking risk premium via "hedging" argument? (or why even in the real world $\mu$ should equal $r$)
Awarded Apr 27, 2021 at 11:14
Where can I find some examples of high frequency or stat arb trading algorithms beyond basic textbook pairs trading?
Awarded Apr 14, 2021 at 15:47
Handling IQFeed events in Matlab
Awarded Apr 5, 2021 at 17:26
How does logging effect Quickfix performance?
Awarded Mar 15, 2021 at 16:27
Question about Fama Macbeth Regression (Confusion about paper)
Awarded Mar 10, 2021 at 1:25
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