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2 votes
0 answers
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What are good resources on Operating Systems and Networking as they relate to high frequency trading?

I am submitting applications to entry level Quantitative Developer positions. I come from the mathematical finance side but can code in C++ with simple concurrency. Many of the job postings I see ...
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1 vote
0 answers
33 views

From the perspective of a company, when is the right time to start paying dividends?

I am trying to understand geometric Brownian motion as it relates to the present discounted value of future dividend payments. I am supposing that a company has a revenue stream $f(t)$. This is just $...
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1 vote
0 answers
39 views

Hedging Options assuming a non-constant Yield Curve

I have read most of Shreve's Stochastic Calculus for Finance II. In it, the author prices various option types assuming an interest rate that is constant with respect to time. We can expand this model ...
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1 vote
0 answers
57 views

Option pricing and GARCH resources

Can anyone suggest resources for option pricing using GARCH models? Although I have a fairly good knowledge of GARCH models, for some reason I cannot seem to be able to follow Duan's paper and how to ...
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  • 21
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0 answers
81 views

Resources for Bayesian methods

I will be joining a risk management firm in a few months, and I was wondering if some of you could help we with resources on certain methods. Some of the things that I would be called upon to work on ...
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  • 1
4 votes
0 answers
535 views

Accrued interest calculation for floaters linked to O/N rates (such as SOFR)

It is known that between 2021 and 2022, LIBOR rates will cease to exist. Therefore bond issuers started to link their newly issued floaters to O/N rates based on actual trades such as SOFR for USD or €...
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1 vote
1 answer
499 views

Textbooks on algorithmic trading

What are good sources and textbooks covering the theory and models behind algorithmic trading and strategies?
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1 vote
0 answers
47 views

Free DCF model database

Over the years, I have accumulated quite a few DCF models (some are my own and some are from others). I am wondering if there is any website where I can upload mine and download those of others so ...
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  • 181
4 votes
3 answers
5k views

What are some of the best quantitative finance websites? [closed]

Not looking to start a debate. Just want to learn more about the field and am looking for some websites with high quality, informative content.
18 votes
5 answers
2k views

Resources for finding scholarly research on topics in quantitative finance?

A friend and I are starting from scratch—neither of us have backgrounds in finance. Currently when we have a question, e.g. What variations on the Slow Stochastic Oscillator have been explored, ...
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3 votes
1 answer
306 views

Resources for performance statistics of trading systems

I'm looking for an online resource to study the usual performance statistics (CAGR, MaxDD, Payoff Ratio, Win/Loss Ratio, etc.) of trading systems, preferably trend-following systems. I know that ...
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