# All Questions

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64 views

### A decent model to calculate hedges

Is there an option pricing model that wouldn't be too time consuming to set up in Python (for example) and that would provide better delta hedges than Black-Scholes? This would be mainly for equity ...
27 views

### Futures positioning reported by CFTC

How is the net futures position calculated by the CFTC? For instance, GBPUSD net contract is positive in the CFTC report, what does it mean given that for each buyer there is a seller?
36 views

### Buying long dated call options at the bottom of a crash [closed]

Thanks in advance. When the S&P corrects badly, many new people like me may want to buy a call option 2 months out. But isn't volatility high during the crash? If the S&P corrects and heads ...
31 views

### How does one explain the negative returns around the event of stock inclusion in DAX indices?

Greetings there friends, I am doing a small research on the effects of the event of inclusion and exclusion of a stock from DAX indices (german indices), to cut the story short, i have downloaded data ...
20 views

### How to calculate Annualized tracking error of an Index fund given daily historical data?

Let's say I have Fund A and Benchmark B and the daily data for both, stretching back 5 years. To find the Annualized Tracking Error (ATE), would this method be correct: Compute percentage change of A'...
26 views

### Pricing a amortizing callable danish mortgage bond using quantlib

I am trying to price a callable fixed rate amortizing danish mortgage bond. since QuantLib only has CallableFixedRateBond i have created a dervived class called <...