User Ezy

14 votes

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Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?

answered Jan 8, 2019 at 1:20

9 votes

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Positive theta on a long put?

answered Nov 13, 2018 at 3:14

7 votes

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How to calculate the expectation of Poisson process when its intensity is also stochastic

answered Oct 17, 2018 at 11:16

6 votes

What are the quantitative finance books that we should all have in our shelves?

answered Dec 8, 2018 at 3:54

6 votes

Can you model the LIBOR rate as a geometric Brownian motion?

answered Jan 10, 2019 at 1:23

6 votes

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How to check if $ E [\exp \{ \int_0^t \frac{Y_u^2}{1+Y_u^2}du \}]< \infty $

answered Jan 13, 2019 at 14:43

5 votes

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Why are implied volatility and the volatility required for an option to be profitable two different things?

answered Dec 4, 2018 at 5:01

4 votes

What's the logic behind 3-10 UST yield inversion predicting recession?

answered Dec 6, 2018 at 3:17

4 votes

Realized volatility forecast vs Implied volatility

answered Nov 11, 2018 at 3:28

4 votes

Calculating Sharpe Ratio with dynamic position sizing

answered Oct 16, 2018 at 0:26

3 votes

How likely it is that a strategy profits are explained by luck?

answered Oct 17, 2018 at 4:58

3 votes

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Why my implementation of CRR model does not converge?

answered Oct 14, 2018 at 22:26

3 votes

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Risk neutral valuation formula

answered Nov 12, 2018 at 17:40

3 votes

Application of Ito's lemma

answered Jan 13, 2019 at 15:02

3 votes

why gamma decreases when option is deep in the money?

answered Jan 11, 2019 at 18:40

3 votes

Splitting theta from vol carry

answered Dec 29, 2018 at 5:03

3 votes

Least-Squares-Monte-Carlo by Neural Network Estimator for pricing American Option Python

answered Jan 3, 2019 at 1:23

3 votes

Conditional Expectation with Indicator Functions for Poisson Process First Jump Time (Option Pricing PDE)

answered Jan 30, 2019 at 2:46

3 votes

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How to modify binomial tree to incorporate one more asset?

answered Feb 3, 2019 at 22:49

3 votes

The use of volatility from log returns and raw return

answered May 28, 2020 at 14:17

2 votes

Are leveraged ETFs cheaper than using leverage?

answered Feb 25, 2019 at 6:07

2 votes

How does a high frequency trading bot work?

answered Dec 20, 2019 at 4:10

2 votes

Failing Jarque-Bera test but residuals looks normal on q-q plot and histogram

answered Feb 3, 2019 at 17:08

2 votes

Question about inverse leverage etfs

answered Jan 25, 2019 at 1:36

2 votes

Why does a higher stock value imply a higher call option value

answered Jan 29, 2019 at 21:29

2 votes

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How to find basket of stocks that are the inverse of yet another or ETF (never short)?

answered Dec 30, 2018 at 15:51

2 votes

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Merton's Jump diffusion model: Specify poisson rate

answered Dec 31, 2018 at 8:41

2 votes

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Work hours as a quantitative finance worker

answered Dec 31, 2018 at 15:51

2 votes

Getting rate from a share's given futures price, with known dividend information

answered Jan 1, 2019 at 12:54

2 votes

Short position returns with negative NAV

answered Dec 27, 2018 at 4:51

Stack Exchange Network

95 Answers

Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?

Positive theta on a long put?

How to calculate the expectation of Poisson process when its intensity is also stochastic

What are the quantitative finance books that we should all have in our shelves?

Can you model the LIBOR rate as a geometric Brownian motion?

How to check if $ E [\exp \{ \int_0^t \frac{Y_u^2}{1+Y_u^2}du \}]< \infty $

Why are implied volatility and the volatility required for an option to be profitable two different things?

What's the logic behind 3-10 UST yield inversion predicting recession?

Realized volatility forecast vs Implied volatility

Calculating Sharpe Ratio with dynamic position sizing

How likely it is that a strategy profits are explained by luck?

Why my implementation of CRR model does not converge?

Risk neutral valuation formula

Application of Ito's lemma

why gamma decreases when option is deep in the money?

Splitting theta from vol carry

Least-Squares-Monte-Carlo by Neural Network Estimator for pricing American Option Python

Conditional Expectation with Indicator Functions for Poisson Process First Jump Time (Option Pricing PDE)

How to modify binomial tree to incorporate one more asset?

The use of volatility from log returns and raw return

Are leveraged ETFs cheaper than using leverage?

How does a high frequency trading bot work?

Failing Jarque-Bera test but residuals looks normal on q-q plot and histogram

Question about inverse leverage etfs

Why does a higher stock value imply a higher call option value

How to find basket of stocks that are the inverse of yet another or ETF (never short)?

Merton's Jump diffusion model: Specify poisson rate

Work hours as a quantitative finance worker

Getting rate from a share's given futures price, with known dividend information

Short position returns with negative NAV