User FX_NINJA

8 votes

1 answer

978 views

Is this a viable method for testing market making strategies?

asked Aug 11, 2016 at 4:35

4 votes

1 answer

425 views

Is This A Viable Alternative Options Pricing Method?

options monte-carlo asset-pricing

asked May 24, 2016 at 23:19

3 votes

0 answers

581 views

Can a stat arb alpha be a global macro alpha?

quant-trading-strategies econometrics

asked May 14, 2017 at 19:20

2 votes

3 answers

151 views

Is this type of currency index a thing already?

fx

asked Jun 30, 2016 at 2:22

1 vote

0 answers

61 views

BLS v2 API took 20+ minutes to publish data where is immediate data available?

data programming

asked Dec 7, 2015 at 14:24

1 vote

1 answer

185 views

would multiplying a co-variance matrix by the inverse of a variance matrix generate a beta matrix?

portfolio-management

asked Mar 27, 2017 at 15:49

1 vote

0 answers

64 views

Why does an increase in eviction court filings result in an increase in REIT returns?

regression econometrics data-mining real-estate

asked Nov 29, 2018 at 21:00

1 vote

0 answers

74 views

Any papers on use of convolution neural network for predicting price and hedagability when market making

research papers

asked Mar 24, 2019 at 0:41

0 votes

1 answer

66 views

What CAPM/Financial ratios involve kurtosis?

statistics modern-portfolio-theory capm

asked Jun 9, 2017 at 19:12

0 votes

0 answers

55 views

Multi-Variate linear modeling: how to calculate mathematically vs brute force genetic optimization

modeling econometrics statistical-finance

asked Aug 9, 2017 at 18:14

0 votes

1 answer

74 views

Solving for volatility of a portfolio via its components

risk-management value-at-risk

asked Sep 2, 2016 at 15:56

0 votes

1 answer

64 views

Simulating Co-Integrated Assets

monte-carlo correlation econometrics cointegration random-walk

asked Sep 9, 2016 at 19:54

0 votes

1 answer

158 views

I want to publish my research framework for quantitative finance

fx backtesting research

asked Sep 18, 2016 at 20:53

-1 votes

1 answer

360 views

Does this trade have a name?

fixed-income bond swaps libor

asked Mar 23, 2017 at 19:26

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14 Questions

Is this a viable method for testing market making strategies?

Is This A Viable Alternative Options Pricing Method?

Can a stat arb alpha be a global macro alpha?

Is this type of currency index a thing already?

BLS v2 API took 20+ minutes to publish data where is immediate data available?

would multiplying a co-variance matrix by the inverse of a variance matrix generate a beta matrix?

Why does an increase in eviction court filings result in an increase in REIT returns?

Any papers on use of convolution neural network for predicting price and hedagability when market making

What CAPM/Financial ratios involve kurtosis?

Multi-Variate linear modeling: how to calculate mathematically vs brute force genetic optimization

Solving for volatility of a portfolio via its components

Simulating Co-Integrated Assets

I want to publish my research framework for quantitative finance

Does this trade have a name?