User vonjd

93 votes

14 answers

21k views

Innovative ways of visualizing financial data

asked Feb 18, 2011 at 10:43

46 votes

13 answers

79k views

Are there any good tools for back testing options strategies?

asked Feb 1, 2011 at 7:54

39 votes

5 answers

7k views

Why aren't econometric models used more in Quant Finance?

asked May 11, 2016 at 6:20

32 votes

5 answers

7k views

Random matrix theory (RMT) in finance

asked Feb 15, 2011 at 14:47

29 votes

11 answers

5k views

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

asked Apr 10, 2011 at 9:36

28 votes

2 answers

31k views

Transformation from the Black-Scholes differential equation to the diffusion equation - and back

asked Feb 1, 2011 at 11:43

28 votes

8 answers

15k views

How are cryptography and speech recognition technology applied to forecasting financial markets?

asked Apr 18, 2011 at 14:38

27 votes

5 answers

10k views

Volatility pumping in practice

asked Feb 9, 2011 at 12:26

26 votes

10 answers

70k views

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

asked Apr 18, 2011 at 9:41

26 votes

3 answers

8k views

Papers about backtesting option trading strategies

asked Jul 1, 2011 at 17:13

26 votes

5 answers

9k views

Proof that you cannot beat a random walk

asked Aug 18, 2011 at 8:24

26 votes

2 answers

47k views

Worked examples of applying Ito's lemma

asked Jul 21, 2014 at 7:38

21 votes

2 answers

2k views

Statistical properties of stochastic processes for moving average trading to work

asked Feb 9, 2011 at 10:20

19 votes

2 answers

3k views

How to build a regime-switching model which knows its own limits?

asked Oct 4, 2011 at 12:05

19 votes

1 answer

2k views

What is the most stable, non-trivial dependence structure in finance?

asked Jun 17, 2016 at 16:26

18 votes

4 answers

2k views

HFT: What is the big differentiator in comparison to other time scales?

asked Aug 29, 2011 at 7:30

18 votes

2 answers

1k views

Duality between constant rebalanced portfolio (CRP) and corresponding derivative

asked Sep 5, 2011 at 12:55

18 votes

4 answers

6k views

Topological methods in finance

asked Jan 27, 2013 at 11:44

17 votes

2 answers

678 views

Does the rise in passive investing make the markets less efficient?

asked Jul 6, 2017 at 10:35

16 votes

4 answers

2k views

How to encode trading strategies mathematically

asked Mar 1, 2011 at 9:44

15 votes

2 answers

668 views

Transparent quant products with real track record

asked Feb 10, 2011 at 18:13

15 votes

3 answers

12k views

Which algorithms do robo-advisors use?

asked Oct 11, 2015 at 8:49

14 votes

2 answers

750 views

Something fundamentally different about cryptocurrencies?

asked Oct 9, 2017 at 4:51

14 votes

3 answers

2k views

Deterministic interpretation of stochastic differential equation

asked Feb 7, 2011 at 11:48

13 votes

1 answer

4k views

Easiest and most accessible derivation of Black-Scholes formula

asked Jul 13, 2011 at 10:00

13 votes

1 answer

529 views

Is Arithmetic Return Bias Basis of Low Vol Anomaly?

asked Jul 17, 2012 at 8:51

12 votes

3 answers

4k views

Optimality of Kelly criterion in non-normal environment

asked Jun 30, 2011 at 18:18

12 votes

1 answer

1k views

One dimensional analog of cleansing a correlation matrix via random matrix theory

asked Jan 7, 2012 at 11:19

12 votes

2 answers

2k views

Tools/R code for predicting Dragon-Kings

asked Jul 12, 2013 at 15:22

10 votes

3 answers

763 views

How to test for and how to simulate price rise/fall asymmetry in the stock market

asked Dec 26, 2011 at 11:37

Stack Exchange Network

63 Questions

Innovative ways of visualizing financial data

Are there any good tools for back testing options strategies?

Why aren't econometric models used more in Quant Finance?

Random matrix theory (RMT) in finance

Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?

Transformation from the Black-Scholes differential equation to the diffusion equation - and back

How are cryptography and speech recognition technology applied to forecasting financial markets?

Volatility pumping in practice

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

Papers about backtesting option trading strategies

Proof that you cannot beat a random walk

Worked examples of applying Ito's lemma

Statistical properties of stochastic processes for moving average trading to work

How to build a regime-switching model which knows its own limits?

What is the most stable, non-trivial dependence structure in finance?

HFT: What is the big differentiator in comparison to other time scales?

Duality between constant rebalanced portfolio (CRP) and corresponding derivative

Topological methods in finance

Does the rise in passive investing make the markets less efficient?

How to encode trading strategies mathematically

Transparent quant products with real track record

Which algorithms do robo-advisors use?

Something fundamentally different about cryptocurrencies?

Deterministic interpretation of stochastic differential equation

Easiest and most accessible derivation of Black-Scholes formula

Is Arithmetic Return Bias Basis of Low Vol Anomaly?

Optimality of Kelly criterion in non-normal environment

One dimensional analog of cleansing a correlation matrix via random matrix theory

Tools/R code for predicting Dragon-Kings

How to test for and how to simulate price rise/fall asymmetry in the stock market