Quantitative Finance
Richard Herron
  • Member for 10 years, 10 months
  • Last seen this week
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Votes Newest
34
How does the "risk-neutral pricing framework" work?
Feb 2 '11
23
Has high frequency trading (HFT) been a net benefit or cost to society?
Aug 13 '11
22
How are distributions for tail risk measures estimated in practice?
Feb 4 '11
18
Where to find Greeks for futures to form delta-hedged futures portfolio of S&P 500 index/futures
Feb 14 '11
15
Why are GARCH models used to forecast volatility if residuals are often correlated?
Feb 25 '11
14
What is the "delta" option quoting convention about?
Jan 31 '11
14
What type of analysis is appropriate for assessing the performance time-series forecasts?
Feb 1 '11
14
Control for bid/ask bounce in high-frequency trade data?
Jun 23 '11
13
Why is there no "meta-model"?
Feb 9 '11
13
Is there any theoretical basis for pattern-recognition strategies?
Feb 1 '11
Top Meta posts
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6
8
Are behavioral finance questions on-topic?
4
Is this site on track?
3
Could we update the FAQ?
Top network posts
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103
Get last "column" after .str.split() operation on column in pandas DataFrame
81
How to quickly form groups (quartiles, deciles, etc) by ordering column(s) in a data frame
55
Automatically scale big and small graphics for beamer presentations
54
Automatically scale big and small graphics for beamer presentations
40
Standard error clustering in R (either manually or in plm)

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