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glyphard
  • Member for 13 years, 2 months
  • Last seen more than 9 years ago
27 votes

Good quant finance jokes

22 votes
Accepted

What type of investor is willing to be short gamma?

12 votes
Accepted

How to encode trading strategies mathematically

11 votes

Is the Interactive Brokers API suitable for hft?

10 votes
Accepted

SPX options vs VIX futures trading

10 votes

What is the market standard for pricing VIX futures?

9 votes
Accepted

Is it possible to use a series of option prices to predict the most likely path of an asset?

9 votes
Accepted

How significant is slippage in a successful quant fund?

9 votes

Keeping a track record honest

8 votes

What is the best data structure/implementation for representing a time series?

8 votes

Free market data (delayed or snapshot)

7 votes
Accepted

Free/cheap source of structured historical quarterly filings?

7 votes

Are e-mini markets manipulated?

6 votes

Why does implied volatility show an inverse relation with strike price when examining option chains?

6 votes

How does UBS hedge its exposure to XVIX ETN?

6 votes

Did farmers really buy options on the CBOE?

6 votes

Utility to download historical Implied Volatility data from Interactive Brokers?

6 votes
Accepted

What are some "Must Know" investment/portfolio management theories out there?

5 votes

How sensitive are vertical spreads to changes in implied volatility?

5 votes

Is equity market making a game of speed?

5 votes

What is the most effective way of determining & measuring the level of HFT activity in a stock in (close to) real time?

5 votes

How do you characterize dividends for equity options?

4 votes

What is the "delta" option quoting convention about?

4 votes

What approaches are there to order handling in automated trading?

4 votes

Free intra-day equity data source

4 votes
Accepted

Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?

4 votes

Does mean-variance portfolio optimization provide a real edge to those who use it?

4 votes

Modeling liquidity effect on option prices

3 votes
Accepted

CFTC CPO Exemptions

3 votes

How to replicate a digital call option