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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The process of evaluating a strategy, theory, or model by applying it to historical data.
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The simultaneous purchase and sale of a financial security in order to profit from the difference in the security price during the trading activity.
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The selection of a best element from some set of available alternatives. Typically consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed …
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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…
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Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.
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a common name for exchange operations between two (or more) counter-parties with various financial instruments like cashflows (IRS), currency (XCCY), credit risk (CDS), et cetera
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For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
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Value at Risk, a widely used risk measure of the risk of loss on a specific portfolio of financial assets.
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an open-source C++ library for quantitative finance.
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named quantities representing sensitivity of option price to change in underlying parameters. Use of [greeks] tag should relate to one more named quantities, such as delta or gamma.
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Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
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generally speaking the way markets are organized at the impact of there structure on the price formation process.
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a model that allows to determine the theoretical rate of asset returns required by an investor, given the asset systematic risk or market risk.
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Excess return per unit of deviation in return.
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a privately held financial software, data and media company headquartered in New York City.
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For questions citing or requesting references to academic and/or professional research.
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the process of taking in inputs such as market data, current news, and producing orders without human intervention.
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The risk that a borrower will default on any type of debt by failing to make required payments and that the corresponding lender suffers a loss.