Quantitative Finance

Excavator

 Excavator
Edit first post that was inactive for 6 months.
Awarded 281 times.
Forward starting options concepts
Awarded Nov 16 at 4:27
How to annualize Sharpe Ratio?
Awarded Sep 5 at 4:23
If I have the present value of an amortizing bond's cashflows, how do I figure out price?
Awarded Aug 23 at 5:18
Black-Litterman and Implied Market Returns
Awarded Aug 2 at 5:11
Is there any thing out there as a substitute for KDB?
Awarded Jun 22 at 4:57
Central Index Key (CIK) of all traded stocks
Awarded May 4 at 4:02
What are the main types of orders on an exchange?
Awarded Apr 2 at 4:16
how do we estimate position of our order in order book?
Awarded Apr 1 at 6:41
Leverage and Tracking difference
Awarded Mar 13 at 5:46
Video lectures and presentations on quantitative finance
Awarded Mar 11 at 4:15
How to calculate "portfolio cumulative return" from individual price data and weight of them?
Awarded Mar 8 at 11:22
How To Account For Inflation Over Historical Data
Awarded Mar 3 at 4:09
A question about the Grossman-Miller Market Making Model
Awarded Dec 30, 2022 at 4:10
Are there any good tools for back testing options strategies?
Awarded Dec 17, 2022 at 4:28
Difference between OIS Rate and Fed Funds Rate
Awarded Dec 15, 2022 at 4:02
What data sources are available online?
Awarded Nov 24, 2022 at 4:27
How do funds assess fees to investors?
Awarded Nov 16, 2022 at 5:05
Stochastic Volatility and Sticky Delta
Awarded Oct 26, 2022 at 5:17
Px last in Bloomberg
Awarded Oct 25, 2022 at 5:20
How does one calibrate lambda in a Avellaneda-Stoikov market making problem?
Awarded Sep 14, 2022 at 5:28
FX Portfolio Volatility Targeting
Awarded Sep 4, 2022 at 4:46
how do we estimate position of our order in order book?
Awarded Aug 16, 2022 at 4:07
How do we use option price models (like Black-Scholes Model) to make money in practice?
Awarded Aug 11, 2022 at 4:21
Is the Interactive Brokers API suitable for hft?
Awarded Jun 28, 2022 at 4:08
Red Black Trees for Limit Order Book
Awarded Jun 13, 2022 at 4:22
Derive vega for Black-Scholes call from this formula?
Awarded Jun 9, 2022 at 5:35
Book/ Articles recommendation for Volatility models
Awarded May 12, 2022 at 4:57
For $B_t$ a Brownian motion what is the probability that $B_1>0$ and $B_2<0$?
Awarded May 8, 2022 at 4:09
Data Synchronization
Awarded Apr 23, 2022 at 4:03
What concepts are the most dangerous ones in quantitative finance work?
Awarded Mar 2, 2022 at 6:18
Interpretation of Macaulay Duration
Awarded Feb 24, 2022 at 4:11
Order Execution Algorithms
Awarded Feb 18, 2022 at 5:21
A simple question: Cost of delta hedging when a call option is sold
Awarded Feb 10, 2022 at 5:37
Discrete returns versus log returns of assets
Awarded Jan 1, 2022 at 4:04
Place to get free live Forex quotes via API?
Awarded Dec 30, 2021 at 4:48
estimate implied volatility using newton-raphson in python
Awarded Dec 3, 2021 at 4:09
How to Delta Hedge with Futures?
Awarded Nov 16, 2021 at 13:10
volatility of a mid curve option
Awarded Nov 10, 2021 at 7:51
Why do ATM call options have a delta of slightly bigger than 0.5 and not 0.5 exactly?
Awarded Nov 9, 2021 at 4:30
FX American call option optimal exercise and holding region
Awarded Oct 18, 2021 at 4:17
How to use WACC for investment?
Awarded Oct 3, 2021 at 4:10
If I have adj.close and close, how to convert open to adj.open?
Awarded Sep 25, 2021 at 7:07
How are the divisor of SP500 determined?
Awarded Sep 23, 2021 at 5:11
Has high frequency trading (HFT) been a net benefit or cost to society?
Awarded Aug 10, 2021 at 4:05
How are cryptography and speech recognition technology applied to forecasting financial markets?
Awarded Aug 2, 2021 at 4:42
Modelling callable bonds in a risk model (historical simulation)
Awarded Jul 7, 2021 at 19:41
What does instantaneous forward mean?
Awarded Jul 5, 2021 at 4:18
Dollar-Neutral Strategy
Awarded Jun 27, 2021 at 4:27
How do we know that the instantaneous rate of return on this option, $\gamma$ is negative?
Awarded Jun 24, 2021 at 4:25
Calibration of Theta, A(t) and B(t) of Hull White 1Factor model
Awarded Jun 12, 2021 at 4:27
Interest Rate Convexity - Fundamental Question
Awarded Jun 8, 2021 at 4:27
Is there a standard model for market impact?
Awarded May 31, 2021 at 4:04
Strictly local martingales: what is the intuition behind them?
Awarded May 28, 2021 at 5:46
TSRV parameters selection
Awarded May 21, 2021 at 11:04
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
Awarded May 2, 2021 at 4:46
What are the quantitative finance books that we should all have in our shelves?
Awarded Apr 25, 2021 at 13:50
Asymptotic behavior property of geometric Brownian Motion proof
Awarded Apr 10, 2021 at 5:15
Why can we assume that asset return rates are normally (or lognormally) distributed?
Awarded Mar 19, 2021 at 4:55
Implied Volatility for Asian option
Awarded Mar 6, 2021 at 4:16
Classic dynamic delta-gamma hedging in Python
Awarded Mar 5, 2021 at 4:25
1
2 3 4 5

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.