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.
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.
The process of evaluating a strategy, theory, or model by applying it to historical data.
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 …
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…
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 …
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.
An open source programming language and software environment for statistical computing and graphics.
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.
For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
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.
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.
Excess return per unit of deviation in return.
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.
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.
Used for questions related to statistical measure "variance", i.e. a second central moment of a random variable. The variance is a risk measure.
a privately held financial software, data and media company headquartered in New York City.