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.
399 questions
A theoretical framework for analyzing investment portfolios based on their expected return and risk.
393 questions
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…
392 questions
A measure of the degree of linear association between a pair of random variables.
374 questions
Algorithmic trading has two meanings:
- the process of taking in inputs such as market data, current news, and producing orders without human intervention.
- the process of optimising the trading of…
373 questions
371 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 …
371 questions
The process of evaluating a strategy, theory, or model by applying it to historical data.
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364 questions
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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Questions related to obtain a long history of data.
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A yield curve is 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.
353 questions
An interest rate swap is a financial derivative where two parties exchange interest payments on a specified notional principal over a set period. One party pays a fixed rate, while the other pays a fl…
340 questions
Greeks are 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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335 questions
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
324 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 …
309 questions
An option that may be exercised at any time before the expiration date.
307 questions
The capital asset pricing model is a model that allows to determine the theoretical rate of asset returns required by an investor, given the asset systematic risk or market risk.
293 questions
For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
280 questions
Python is 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…
276 questions
A contract between two parties to make a transaction at a specified future time.
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Market microstructure is generally speaking the way markets are organized at the impact of there structure on the price formation process.
262 questions
An open source programming language and software environment for statistical computing and graphics.
262 questions
Reproduction of the characteristics or the outcome of a phenomenon or process using math or programming. Here limited to events related with quantitative finance as defined in the help center.
261 questions
Bloomberg L.P. is a privately held financial software, data and media company headquartered in New York City.
246 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…
239 questions
to signal questions about books or papers on a specific topic. Please have a careful look at questions already answered on the same topic in this category.
237 questions
A type of stochastic volatility model developed by associate finance professor Steven Heston in 1993 for analyzing bond and currency options. The Heston model is a closed-form solution for pricing opt…
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234 questions
Market makers provide liquidity to the market by quoting bid and ask prices for most of the time. The pricing in absolute terms is not as important as finding relative mispricing. The market microstru…
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The three-factor or the five-factor statistical model created by Eugene Fama and Kenneth French to explain stock returns.
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