User FX_NINJA

8 votes

1 answer

1k views

Is this a viable method for testing market making strategies?

asked Aug 11, 2016 at 4:35

4 votes

1 answer

581 views

Is This A Viable Alternative Options Pricing Method?

asked May 24, 2016 at 23:19

3 votes

0 answers

779 views

Can a stat arb alpha be a global macro alpha?

asked May 14, 2017 at 19:20

2 votes

3 answers

161 views

Is this type of currency index a thing already?

asked Jun 30, 2016 at 2:22

1 vote

0 answers

137 views

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

asked Dec 7, 2015 at 14:24

1 vote

1 answer

283 views

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

asked Mar 27, 2017 at 15:49

1 vote

0 answers

85 views

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

asked Nov 29, 2018 at 21:00

1 vote

0 answers

84 views

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

asked Mar 24, 2019 at 0:41

0 votes

1 answer

73 views

What CAPM/Financial ratios involve kurtosis?

asked Jun 9, 2017 at 19:12

0 votes

0 answers

57 views

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

asked Aug 9, 2017 at 18:14

0 votes

1 answer

78 views

Solving for volatility of a portfolio via its components

asked Sep 2, 2016 at 15:56

0 votes

1 answer

71 views

Simulating Co-Integrated Assets

asked Sep 9, 2016 at 19:54

0 votes

1 answer

176 views

I want to publish my research framework for quantitative finance

asked Sep 18, 2016 at 20:53

-1 votes

1 answer

527 views

Does this trade have a name?

asked Mar 23, 2017 at 19:26

Stack Exchange Network

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?