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.
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 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…
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 …
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 …
An open source programming language and software environment for statistical computing and graphics.
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.
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
For questions dealing with market data sampled at high frequencies, such as tick data and intraday data.
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.
the process of taking in inputs such as market data, current news, and producing orders without human intervention.
Excess return per unit of deviation in return.
Used for question on application of mathematics in finance - from interest calculation to mathematical description of random processes.
a privately held financial software, data and media company headquartered in New York City.
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.
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…