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14 Questions

Views Newest Activity Votes

votes

answer

649

views

Is this a viable method for testing market making strategies?

Jun 25 '18 at 5:41 Community♦ 1

votes

answers

371

views

Can a stat arb alpha be a global macro alpha?

quant-trading-strategies econometrics

May 14 '17 at 19:20 FX_NINJA 380

votes

answer

241

views

Is This A Viable Alternative Options Pricing Method?

options monte-carlo asset-pricing

May 26 '16 at 17:07 Quantuple 10.7k

votes

answers

132

views

Is this type of currency index a thing already?

Jul 20 '16 at 21:09 user37317 229

vote

answers

views

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

research papers

Mar 24 at 0:52 FX_NINJA 380

vote

answer

109

views

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

portfolio-management

Mar 28 '17 at 14:16 msitt 653

vote

answers

views

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

data programming

Dec 7 '15 at 18:12 chollida 1,219

votes

answers

views

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

regression econometrics data-mining real-estate

Nov 29 at 22:02 FX_NINJA 380

votes

answers

views

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

modeling econometrics statistical-finance

Aug 9 '17 at 18:14 FX_NINJA 380

votes

answer

views

What CAPM/Financial ratios involve kurtosis?

statistics modern-portfolio-theory capm

Jun 10 '17 at 23:40 Dave Harris 1,981

votes

answer

views

Solving for volatility of a portfolio via its components

risk-management var

Sep 19 '16 at 15:09 Richard 9,649

votes

answer

130

views

I want to publish my research framework for quantitative finance

fx backtesting research

Sep 19 '16 at 4:43 Sandeep S. Sandhu 166

votes

answer

views

Simulating Co-Integrated Assets

monte-carlo correlation econometrics cointegration random-walk

Sep 9 '16 at 20:05 FX_NINJA 380

-1

votes

answer

162

views

Does this trade have a name?

fixed-income bond swaps libor

Mar 25 '17 at 20:34 dm63 7,822

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14 Questions

Is this a viable method for testing market making strategies?

Can a stat arb alpha be a global macro alpha?

Is This A Viable Alternative Options Pricing Method?

Is this type of currency index a thing already?

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

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

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

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

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

What CAPM/Financial ratios involve kurtosis?

Solving for volatility of a portfolio via its components

I want to publish my research framework for quantitative finance

Simulating Co-Integrated Assets

Does this trade have a name?