Tags

A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.

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A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.
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Questions about models for the valuation of option contracts.
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A measure of the variation in price over time. Also a measure of the risk of a financial instrument.
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a mathematical model used for pricing options.
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Shares of stock traded in a stock market. Equities represent the residual claim or interest of the most junior class of investors in assets, after all liabilities are paid.
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Securities which obligate the borrower/issuer to make payments on a fixed schedule. Fixed income securities include sovereign, corporate and municipal bonds, corporate loans, and securitized lending (…
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the rate at which interest is paid by a borrower (debtor) for the use of money that they borrow from a lender (creditor).
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For questions about programming languages, implementation, and packages in quantitative finance. Note: question must be specific to quantitative finance and must necessitate knowledge of quantitati…
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A temporal sequence of events measured at discrete points in time.
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a collection of random variables representing the evolution of some system of random values over time.
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The volatility of the price of the underlying security that is implied by the market price of an option based on an option pricing model.
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A branch of mathematics that operates on stochastic processes.
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The professional management of an investment portfolio of various securities (shares, bonds and other securities) in order to meet specified investment goals. The process includes the specification o…
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The possibility that a negative event (such as a loss) will happen.
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a fixed-income instrument generating cash flows at some specific dates in the futures. These cash-flows depend on the interest rate of the bond, which can either be fixed or variable. It i…
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The foreign exchange market (forex, FX, or currency market) is a global, worldwide-decentralized financial market for trading currencies. Commonly traded instruments include spot, forward, swaps, futu…
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Questions about handling, obtaining, generating, or analyzing all types of financial or economic data.
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a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
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Questions about futures contracts
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Quantitative trading strategies use quantitative signals and a set of predefined systematic rules to make trading decisions. Strategies operate within parameters based on historical analysis (backtes…
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Market-data includes all questions relative to data acquisition for the different financial products. It can also include questions about how market data are computed.
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the profit on a particular investment; it includes any change in the asset value, interest, commission or dividends and so, all other cash-flows which an investors receive…
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linked to the evolution of an underlying security.
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The study of the collection, organization, analysis, and interpretation of data. Questions may deal with descriptive statistics, probability distributions, random variables, sampling, regression, den…
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The identification, assessment, and prioritization of risks, followed by coordinated and economical application of resources to minimize, monitor, and control the probability and/or impact of unfortun…
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described by the Wiener process; a continuous-time stochastic process named in honor of Norbert Wiener.
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a dynamically and strongly typed programming language whose design philosophy emphasizes code readability. Two significantly different versions of Python (2 and 3) are in use. Please mention…
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Attempting to profit from short-term fluctuations in a security's price as opposed to investing in the security for use or income.
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Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is used for time series in which the conditional variance is time-varying and autocorrelated. The conditional variance is a line…
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An open source programming language and software environment for statistical computing and graphics.
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[Think of it as insurance. When people decide to hedge, they are insuring themselves against a negative event. This doesn't prevent a negative event from happening, but if it does happen and you're pr…