User zuiqo

9 votes

Interpretation of Macaulay Duration

answered Dec 8, 2012 at 23:49

9 votes

Video lectures and presentations on quantitative finance

answered Jan 7, 2013 at 20:03

5 votes

Accepted

Other means of calibrating Heston models

answered Jan 25, 2013 at 12:33

5 votes

Market weights for Black-Litterman

answered Mar 24, 2013 at 0:46

4 votes

Accepted

Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?

answered Mar 16, 2013 at 19:32

4 votes

Resources for finding scholarly research on topics in quantitative finance?

answered Apr 18, 2013 at 19:13

4 votes

Usage of Bollinger bands

answered Jun 5, 2013 at 1:08

4 votes

Accepted

How is the Sharpe Ratio presented in fund profiles usually calculated?

answered Jun 30, 2013 at 21:08

3 votes

Accepted

What is (High-Low) and (Open-Close) spread?

answered Jul 14, 2013 at 23:01

3 votes

Accepted

Definition of "tenor" argument in QuantLib's Schedule class object

answered Sep 18, 2013 at 22:01

3 votes

Good Model Calibration Books/Papers for Common Option Pricing Models

answered Mar 2, 2013 at 11:33

3 votes

Get intraday data of SAP with google Finance

answered Apr 10, 2013 at 17:49

2 votes

Multi-asset class allocation

answered Jul 7, 2015 at 1:47

2 votes

Where can I find US public company bankruptcy data

answered Jan 16, 2015 at 15:13

2 votes

Determining optimal trading signals (buy/sell) from past data

answered Jun 4, 2014 at 14:09

2 votes

Regression giving the return on a stock

answered Feb 19, 2013 at 22:22

1 vote

What stock market indicators to model based on twitter feed?

answered Feb 9, 2013 at 13:07

1 vote

Using OpenCL video cards to offload Quant Finance calculations, what features should I look for?

answered Dec 14, 2012 at 12:13

1 vote

Accepted

How to get a Quant Job

answered Dec 15, 2012 at 0:09

1 vote

Understanding how to calculate tracking error

answered Oct 25, 2014 at 16:15

1 vote

Historical data resources for Indian market

answered Oct 25, 2014 at 16:21

1 vote

The importance of good optimizers in Portfolio Optimization

answered Feb 10, 2015 at 23:04

1 vote

Stock Returns Distribution in Heston Model

answered Feb 26, 2015 at 1:32

0 votes

Portfolio risk-return when assets have limited and inconsistent historical data / time series?

answered Mar 28, 2013 at 19:53

0 votes

I have portfolio volatility for individual years, can I use them to compute portfolio volatiltiy for subperiods?

answered Jan 15, 2015 at 23:37

0 votes

What is the industry standard Quant Finance modeling library for F#

answered Jan 23, 2013 at 21:09

0 votes

Why FX Vanilla Options are quoted in volatility

answered Feb 20, 2013 at 23:36

Stack Exchange Network

27 Answers

Interpretation of Macaulay Duration

Video lectures and presentations on quantitative finance

Other means of calibrating Heston models

Market weights for Black-Litterman

Is drift rate the same as interest rate in risk-neutral random walk when using Monte Carlo for option pricing?

Resources for finding scholarly research on topics in quantitative finance?

Usage of Bollinger bands

How is the Sharpe Ratio presented in fund profiles usually calculated?

What is (High-Low) and (Open-Close) spread?

Definition of "tenor" argument in QuantLib's Schedule class object

Good Model Calibration Books/Papers for Common Option Pricing Models

Get intraday data of SAP with google Finance

Multi-asset class allocation

Where can I find US public company bankruptcy data

Determining optimal trading signals (buy/sell) from past data

Regression giving the return on a stock

What stock market indicators to model based on twitter feed?

Using OpenCL video cards to offload Quant Finance calculations, what features should I look for?

How to get a Quant Job

Understanding how to calculate tracking error

Historical data resources for Indian market

The importance of good optimizers in Portfolio Optimization

Stock Returns Distribution in Heston Model

Portfolio risk-return when assets have limited and inconsistent historical data / time series?

I have portfolio volatility for individual years, can I use them to compute portfolio volatiltiy for subperiods?

What is the industry standard Quant Finance modeling library for F#

Why FX Vanilla Options are quoted in volatility