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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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0answers
73 views

Textbooks on algorithmic trading

What are good sources and textbooks covering the theory and models behind algorithmic trading and strategies?
1
vote
0answers
33 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 ...
3
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3answers
3k 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
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5answers
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, ...
3
votes
1answer
290 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 ...