Quantitative Finance
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pyCthon
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25 Questions

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11 votes
1 answer
723 views

copula-marginal algorithm

10 votes
1 answer
1k views

Kalman Filter Vs Hough Transform

8 votes
1 answer
3k views

application of lie groups in finance

6 votes
2 answers
1k views

Implications of the Riemann hypothesis in finance?

6 votes
2 answers
7k views

List of momentum indicators

5 votes
1 answer
134 views

Methodology for handling short american options in a back test

5 votes
1 answer
1k views

Proof of arbitrage-free implied volatility surface in relation to local volatility surfaces

4 votes
1 answer
7k views

R ARMA-GARCH rugarch package doesn't always converge

3 votes
0 answers
284 views

how to represent financial data as a spatial process

3 votes
2 answers
350 views

Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR

3 votes
1 answer
253 views

evaluation of volatility models using loss functions

3 votes
1 answer
380 views

What are the pros and cons of applying for a patent on a financial model or trading system?

3 votes
1 answer
273 views

Brazilian break even inflation curves

3 votes
2 answers
6k views

Determining if a bond is quoted dirty or clean

2 votes
0 answers
76 views

Which SOFR rate to use and when?

2 votes
0 answers
59 views

synthetic convertible dynamics

2 votes
0 answers
66 views

Leverage of various option types

2 votes
0 answers
137 views

Non-Negative Matrix Factorization - Estimating the Mean

1 vote
1 answer
186 views

Metrics for curve quality

1 vote
1 answer
191 views

What makes a realized vol estimate "tradeable"?

1 vote
4 answers
669 views

To currency hedge or not to currency hedge (ETFs)?

0 votes
2 answers
103 views

Underlying mechanics of paired class shares ETFs

0 votes
1 answer
1k views

Total market size of structured products

0 votes
1 answer
403 views

Symbols for options on gold futures

0 votes
0 answers
44 views

What happens to options on a SPACs unit class post deal closure?

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