Lliane's user avatar
Lliane's user avatar
Lliane's user avatar
Lliane
  • Member for 11 years, 4 months
  • Last seen more than 1 year ago
23 votes

Why is C++ still a very popular language in quantitative finance?

17 votes

Why hold options when you can dynamically replicate their payoff?

9 votes

Techniques to optimize the placement of orders in market making strategy?

8 votes
Accepted

How can an ETF outperform its benchmark index?

6 votes

How can one compute the Greeks on VIX Futures

5 votes
Accepted

How does one calculate the Libor future contract price?

5 votes

Bitcoin CBOE futures listed today. Why its premium to cash product?

5 votes

why bridgewater filing only shows 10 billion in AUM

5 votes
Accepted

Properties of an iTraxx index

5 votes
Accepted

Why is the treasury yield on Yahoo finance different from that on U.S. Department of Treasury?

4 votes

Closing prices are predicted very well but returns are predicted poorly

4 votes
Accepted

How did traders calculate that the expected number of rate hikes is 4 based on eurodollar futures on 15Feb2018?

4 votes

Literature on generating synthetic time series for testing

4 votes

Do you know a good article on ETF's counterparty risk analysis?

4 votes
Accepted

Are there financial instruments that make a bet on traded volume instead of price or its derivatives?

3 votes
Accepted

Equivalents of E-minis in markets outside the US

3 votes

What functional form describes the implied volatility curve?

3 votes
Accepted

What procedure do leveraged ETFs use to limit losses?

3 votes

What time series and length should be used for a second-order derivative?

3 votes
Accepted

is there a dependence between an annotation date of stocks dividend payment and the end fiscal year

3 votes
Accepted

Question regarding coupons for government bonds

3 votes

Why rise in repo rates leads to increase in forward bond prices?

3 votes
Accepted

Basic questions on options, implied volatility and SPY

3 votes
Accepted

How am I buying at the bid?

3 votes
Accepted

Most profitable PUT strike price in these times of high volatility?

3 votes
Accepted

Why use par-value weighted average when valuing portfolio of bonds?

3 votes

Why aren't ETNs always listed with an inverse ETN?

3 votes
Accepted

Once the client buys a structured product, what does the trader do?

3 votes

Leveraged ETF pair trade, where's the gamma/convexity?

2 votes

A PARADOX? - relationship between risk reversal (slope of vol smile) and digital price