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.
A theoretical framework for analyzing investment portfolios based on their expected return and risk.
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 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
The process of evaluating a strategy, theory, or model by applying it to historical data.
A measure of the degree of linear association between a pair of random variables.
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 …
Techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables.
For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
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.
Value at Risk, a widely used risk measure of the risk of loss on a specific portfolio of financial assets.
a model that allows to determine the theoretical rate of asset returns required by an investor, given the asset systematic risk or market risk.
generally speaking the way markets are organized at the impact of there structure on the price formation process.
a privately held financial software, data and media company headquartered in New York City.
the process of taking in inputs such as market data, current news, and producing orders without human intervention.
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.