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.

The simultaneous purchase and sale of a financial security in order to profit from the difference in the security price during the trading activity.
A measure of the degree of linear association between a pair of random variables.
320 questions
an open-source C++ library for quantitative finance.
Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.
306 questions
The process of evaluating a strategy, theory, or model by applying it to historical data.
297 questions
A probability expresses quantitatively how likely an event is to occur. We often encounter probabilities as conditional probabilities which express how likely an event is to occur in light of certain …
296 questions
282 questions
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…
279 questions
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 …
277 questions
a plot of yields for various bonds (often government bonds) versus the bonds' maturities. We also often plot swap and other LIBOR rates to get the (related) swap curve.
266 questions
An open source programming language and software environment for statistical computing and graphics.
263 questions
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
240 questions
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.
For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
231 questions
Value at Risk, a widely used risk measure of the risk of loss on a specific portfolio of financial assets.
227 questions
224 questions
a model that allows to determine the theoretical rate of asset returns required by an investor, given the asset systematic risk or market risk.
216 questions
the process of taking in inputs such as market data, current news, and producing orders without human intervention.
generally speaking the way markets are organized at the impact of there structure on the price formation process.
205 questions
Excess return per unit of deviation in return.
197 questions
Algorithms that allow computers to evolve behaviors based on empirical data. Approaches include genetic programming, artificial neural networks, decision trees, support vector machines, and cluster a…
Used for question on application of mathematics in finance - from interest calculation to mathematical description of random processes.
183 questions
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.
178 questions
Used for questions related to statistical measure "variance", i.e. a second central moment of a random variable. The variance is a risk measure.
175 questions
a privately held financial software, data and media company headquartered in New York City.
175 questions
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