Questions tagged [general]
The general tag has no usage guidance.
20
questions
0
votes
1
answer
109
views
Pairs trading stocks without shorting
For my high school national trading competition (organised by the national stock exchange, officially starting in a week) I gathered a team of 3 friends and developed a simple pairs trading strategy. ...
- 3
0
votes
0
answers
54
views
Does Backtrader and QuantConnect collect any data?
Building an API that integrates with backtrader and QuantConnect to run some backtests. I'm passing in machine generated data and I just want to make sure I'm not sending them too much stuff.
so what ...
- 61
1
vote
2
answers
197
views
Are there names from the third term onwards in the Taylor approximation for bond pricing?
The first terms are duration and convexity, but are there common names for the terms beyond this?
- 11
1
vote
1
answer
122
views
Term Structure Modelling - Why model the state prices and not an asset or rate
When modelling stocks we specify the model in terms of the dynamics of the stock itself (e.g. in Black-Scholes, Heston and SABR - often denoted $S$).
However, as I am reading about Term Structure ...
- 548
1
vote
2
answers
201
views
Book recommendation: Starting a trading company
I am looking for some reading material about entrepreneurs (or insiders) who set up (or observed firsthand) a HFT/trading/asset pricing company, preferably from the last couple of years. How did they ...
- 195
1
vote
3
answers
94
views
What is the benefit of buying stock options vs. purchasing stock? [closed]
I am aware that this is a simple question; but, given the scenario below, I have not found a satisfying answer while searching this site or Google.
My understanding
Stock options have been described ...
- 11
0
votes
1
answer
103
views
What was the first formal theory for asset selection/portfolio management?
Just curious about the timeline and evolution of asset/portfolio selection theory from past to present
2
votes
0
answers
121
views
What are some unanswered questions or unexplored areas in financial mathematics? [closed]
EDIT: Specifically Ito/Stochastic calculus or alternatives to the Wiener process framework itself.
Context: This might or might not matter, but I am currently pursuing my MSc in Financial Mathematics....
5
votes
1
answer
123
views
Markov Decision Process in which actions don’t impact the system
I came across a few instances of papers claiming to formulate a markov decision process for trading strategies trained on orderbook data. They claim solve it using reinforcement learning, but yet ...
- 514
0
votes
1
answer
333
views
How to Pull Dump of Old News Articles
My goal is to run a keyword search for phrases like "soybean acreage" or "corn yields" (keywords limited to ag. commodities), and construct a timeline of which dates articles with these key words are ...
- 111
4
votes
1
answer
3k
views
How quants use ML models for stock market prediction
I am learning machine learning to use it for stock market price forecasting. While doing that I got this question. If we take any country with stock exchange they have more than one investment assests ...
- 647
2
votes
1
answer
4k
views
When and how to use RNN for stock analysis or trading
I am learning about neural network and created some small networks in feed forwarding network myself. I was curious about Recurrent Neural Networks (RNN) and read some papers about RNN in trading. The ...
- 647
1
vote
0
answers
29
views
Why the growth of the American Economy is going to cause the Fed to raise interest rates?
Due the growth of the American economy the Fed have published that interest rates are likely to increase. Why is that the response of the Fed?
- 11
6
votes
0
answers
196
views
Graduating Quantitative Finance (please don't move it to meta immidiately) [closed]
Seeing how very few actually read the Quant Finance meta I intentionally post it here on the main site.
To the more powerful admins:
could you leave it here for a day or two and move it to meta ...
- 3,377
0
votes
1
answer
63
views
What is shorting a asset that has negative price. Can anyone give me an example? [closed]
What is shorting a asset that has negative price.
Can anyone give me an example?
- 11
4
votes
1
answer
768
views
Long-term vs short-term strategies \ investing
Suppose most investors have very short investing horizons and use appropriate (for them) strategies, but investor X has a very long horizon. He would like to trade some advantages (early withdrawal ...
- 131
6
votes
1
answer
1k
views
What is the origin of the words "put" and "call" that characterize derivatives?
And, in a second round, what is the origin of the "long" and "short" in characterizing the respective positions in assets? Any pointers to etymology, first occurrences, or related literature would be ...
- 816
4
votes
0
answers
783
views
signal processing + finance? [closed]
I am a postgrad student doing a master in Signal Processing and I have graduated from an engineering school
I was wondering if there are any jobs in finance that are opened to people having this kind ...
- 185
0
votes
1
answer
1k
views
How stressful is work of quants? [closed]
I would like to know how stressful this work can be and where the stress could come from. How to avoid it? Does it really depend on the company you are working? Is there a way to know in advance if ...
- 529
8
votes
1
answer
840
views
Modern problems in financial mathematics
I have a MSc degree in the area of Financial Mathematics, but I am doing research now in other field of stochastics. Could you please tell me about the most important problems of (stochastic) ...
- 2,613