Quantitative Finance

Revival

 Revival
Answer more than 30 days after a question was asked as first answer scoring 2 or more. This badge can be awarded multiple times.
Awarded 981 times.
How to connect Bloomberg's xbbp api to "Bloomberg Anywhere"
Awarded Mar 13 at 14:08
Difference between OIS and SOFR?
Awarded Mar 5 at 12:25
Converting implied volatilities into digital option prices
Awarded Mar 2 at 18:11
What are some of the major quantitative approaches to tactical asset allocation?
Awarded Feb 19 at 23:18
CDS Quote Conversion - Quoted vs Par
Awarded Feb 5 at 18:41
Sign retention in mean variance optimization
Awarded Feb 3 at 18:15
Complexity of using balanced-tree to model order book
Awarded Jan 23 at 19:03
what is the definition of resetting tenor and time to maturity tenor in libor rates
Awarded Jan 6 at 13:32
Execution Strategies
Awarded Jan 2 at 22:46
An example of Feynman-Kac
Awarded Jan 1 at 20:12
How does a volatility surface based on moneyness instead of strike stay consistent with put-call parity?
Awarded Dec 29, 2022 at 19:18
Which models do Bloomberg/Reuters use to derive implied volatility for interest rate derivatives with negative forward rates?
Awarded Dec 25, 2022 at 21:27
Build a Synthetic Loan for Personal Finance
Awarded Dec 15, 2022 at 18:07
Market making in one tick markets?
Awarded Dec 5, 2022 at 2:03
Known mispricing opportunities only available for small traders
Awarded Nov 26, 2022 at 11:17
Kingdom of Denmark Nikkei put warrants
Awarded Nov 19, 2022 at 23:40
How do funds assess fees to investors?
Awarded Nov 16, 2022 at 1:40
Market Making Literature
Awarded Nov 5, 2022 at 20:32
Quanto options, domestic = underlying
Awarded Nov 4, 2022 at 18:18
Roll Convention for 7D Index
Awarded Oct 31, 2022 at 9:51
Arbitrage portfolio example
Awarded Oct 29, 2022 at 15:07
S&P e mini price difference between close and opening
Awarded Oct 14, 2022 at 15:27
How can we observe volatility smile from the market. Drawbacks of Heston Stochastic Volatility Model
Awarded Oct 2, 2022 at 16:17
Bermudan Swaptions
Awarded Sep 30, 2022 at 14:19
What is Dual Delta?
Awarded Sep 29, 2022 at 7:20
Question regarding the Category 3 PRIIP MRM calculation
Awarded Sep 15, 2022 at 12:50
Risk neutrality correction for Monte Carlo Bootstrapping according to PRIIP regulation for products of category III
Awarded Sep 15, 2022 at 11:31
Do futures trading and commodity trading distort the spot price in a negative way?
Awarded Sep 2, 2022 at 19:57
How to explain the asymmetry of vanilla Volga?
Awarded Aug 29, 2022 at 12:46
Arbitrage on Libor and swap market
Awarded Aug 23, 2022 at 10:10
Backtesting using microstructure (orderbook) data
Awarded Aug 22, 2022 at 20:11
Where to get 1 second bar intraday historical market data?
Awarded Aug 22, 2022 at 19:51
ES not elicitable
Awarded Aug 18, 2022 at 7:35
FX Option pricing on Forward vs. Spot
Awarded Aug 10, 2022 at 16:56
Return Contribution for Annual Returns
Awarded Aug 4, 2022 at 13:10
Where can I find a Python module for Stock volatility estimators using Yang Zhang method?
Awarded Aug 1, 2022 at 13:18
The optimization problem of the equal risk contribution portfolio
Awarded Jul 20, 2022 at 9:04
Yahoo finance forex prices
Awarded Jul 19, 2022 at 23:05
Reduced volatility in local stochastic volatility model
Awarded Jul 18, 2022 at 16:52
Calculating Fx Swap from Cross Currency Swap
Awarded Jul 12, 2022 at 13:32
Beginner FFT (Fourier) transforms on closing prices for Apple
Awarded Jul 11, 2022 at 15:52
Mathematical proof of $g = \mu - \frac{\sigma^2}{2}$ relationship between CAGR and average returns
Awarded Jul 7, 2022 at 11:43
Significant digits in numerical derivative pricing
Awarded Jun 27, 2022 at 3:21
Equal Risk Contribution portfolio scipy optimization not working
Awarded Jun 24, 2022 at 11:18
The noise trader explanation of concave market impact
Awarded Jun 14, 2022 at 11:27
Problems with exact Heston simulations
Awarded Jun 12, 2022 at 17:21
Sampling dollar bars for a machine learning model
Awarded Jun 10, 2022 at 19:46
Modelling the instantaneous funding spread as a log-normal process
Awarded Jun 10, 2022 at 2:47
AFML (by Lopez De Prado) Vs ESL by Trevor Hastie
Awarded Jun 6, 2022 at 12:26
What is the logic of the eigenvectors of the Johanson cointegration test determining hedge ratios?
Awarded May 22, 2022 at 17:08
Confidence in Sharpe ratio given performance
Awarded May 19, 2022 at 17:33
Feller Condition (Cox-Ingersoll-Ross) source
Awarded May 15, 2022 at 10:32
Is float32 enough for option pricing?
Awarded May 13, 2022 at 23:45
What is the meaning of an implied volatility of an Asian option?
Awarded May 3, 2022 at 9:00
Calendar spread: What are the worst cases?
Awarded Apr 29, 2022 at 9:55
What are "call and put walls" around a strike price, to kill off vega and prevent gamma?
Awarded Apr 20, 2022 at 16:34
Why does VIX need to calculate the Forward term?
Awarded Apr 8, 2022 at 16:55
Options Weighted Vega Derivation
Awarded Mar 29, 2022 at 6:55
How to price VXX options
Awarded Mar 26, 2022 at 23:16
Convert Short rate from HW simulation into Swap rates
Awarded Mar 22, 2022 at 17:42
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