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vonjd
  • Member for 13 years, 1 month
  • Last seen more than a week ago
83 votes

What concepts are the most dangerous ones in quantitative finance work?

50 votes

What is the intuition behind cointegration?

45 votes

What are some useful approximations to the Black-Scholes formula?

39 votes

How does the "risk-neutral pricing framework" work?

37 votes
Accepted

How do we use option price models (like Black-Scholes Model) to make money in practice?

33 votes

Why Drifts are not in the Black Scholes Formula

30 votes

Time-series similarity measures

26 votes

Is R being replaced by Python at quant desks?

25 votes

How useful is the genetic algorithm for financial market forecasting?

23 votes
Accepted

Papers about backtesting option trading strategies

20 votes

What types of neural networks are most appropriate for trading?

18 votes

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

18 votes

Why do some anomalies persist while others fade away?

17 votes

Hidden Markov Model & Its Application

17 votes
Accepted

Can the concept of entropy be applied to financial time series?

16 votes

Paradoxes in quantitative finance

16 votes
Accepted

How to numerically obtain delta?

16 votes

Regime-Switching Model for detecting market shifts

15 votes
Accepted

Why shrink the covariance matrix?

15 votes

How to optimally allocate capital among trading strategies?

15 votes

Usage of Random forests in Quantitative analysis of stocks

14 votes

Excellent information source on advanced machine learning / data mining based trading?

14 votes

Video lectures and presentations on quantitative finance

14 votes
Accepted

Why are options trades supposed to be delta-neutral?

14 votes

How can the Wiener process be nowhere differentiable but still continuous?

14 votes
Accepted

How to simulate correlated Geometric brownian motion for n assets?

12 votes

Video lectures and presentations on quantitative finance

12 votes

Recommendations for books to understand the math in quantitative finance papers?

12 votes

How to build a factor model?

12 votes
Accepted

Which algorithms do robo-advisors use?

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