Quantitative Finance
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zer0hedge
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13 Questions

Score Activity Newest Views
14 votes
1 answer
582 views

Have any new stylized facts of asset returns been discovered since 2001?

9 votes
1 answer
496 views

Is a common approach to calibration reasonable?

8 votes
3 answers
3k views

Is an autocorrelation of the abs returns just a consequence of the volatility burst?

8 votes
1 answer
417 views

Are Cont's "stylized facts" based on reliable evidence?

5 votes
2 answers
2k views

Where can I see audited financial statements of Renaissance Technologies?

5 votes
2 answers
238 views

How much of the insider's private information is incorporated into prices in Kyle's single auction equilibrium model?

5 votes
1 answer
366 views

The noise trader explanation of concave market impact

3 votes
1 answer
235 views

How far the spot price is likely to go from the current level in three months if its volatility is 15.7%

2 votes
3 answers
174 views

Do we model nominal or real prices of assets?

2 votes
0 answers
49 views

Non-overlapping ranges of HCNN' observables and of state transition function

2 votes
3 answers
307 views

Proof of optimal exercise time theorem for American derivative security in N-period binomial asset-pricing model

2 votes
1 answer
211 views

How often do maker orders arrive together with matching taker orders on modern exchanges?

1 vote
0 answers
160 views

Does Bergomi mix up an option model price with option market price?

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