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vonjd
  • Member for 13 years, 2 months
  • Last seen more than a month ago
5 votes
Accepted

Ito's Lemma: Multiplication Rule

5 votes
Accepted

How Fourier Transform creates the filters?

5 votes

Most complete list of investment mistakes in stock markets

5 votes
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Lipschitz condition in mathematical finance

5 votes

List of momentum indicators

5 votes

Why do stocks fall so quickly? Technical explanations

5 votes
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Calculate risk measures (book recommendation)?

5 votes

How was the old VIX calculated?

5 votes

Are smart beta and risk-parity the same?

5 votes
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How to implement Maximum Diversification in R?

5 votes

What are some quantitative approaches to value investment?

5 votes
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Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?

5 votes
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What should I put on a math finance cheat sheet?

5 votes
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How is stock data objectively different to this random walk?

5 votes

How we can forecast stock prices using chaos theory?

5 votes

Why is volatility mean-reverting?

5 votes

References for developing an automated trading system?

5 votes

The application of quantitative finance in sports betting

5 votes

Is it possible to use a series of option prices to predict the most likely path of an asset?

5 votes
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Do low volatility stocks outperform high volatility stocks over the long run?

5 votes

R code for Ornstein-Uhlenbeck process

5 votes

How 'High' is the frequency in HFT?

5 votes

Why hold options when you can dynamically replicate their payoff?

5 votes
Accepted

What should be considered when selecting a windowing function when smoothing a time series?

4 votes

Predict Market Direction, What is forecastable/unforecastable?

4 votes

Statistical properties of stochastic processes for moving average trading to work

4 votes

Monte carlo methods for vanilla european options and Ito's lemma.

4 votes
Accepted

Aren't Technical Indicators calculated on Adjusted Close Price?

4 votes
Accepted

Can classical economics explain *any* of the so-called stylized facts of finance?

4 votes
Accepted

Regime Switching for Dynamic Correlations

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