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Konsta's user avatar
Konsta's user avatar
Konsta
  • Member for 12 years, 2 months
  • Last seen more than 2 years ago
30 votes

What is an efficient data structure to model order book?

6 votes
Accepted

Where can be found the tick size list for stocks traded in NASDAQ and NYSE?

5 votes
Accepted

Which greeks do you need to hedge if you want to implement an implied-volatility security?

4 votes
Accepted

Change of order size

3 votes

Analyzing tick data

3 votes

CARA Utility function expected utility

3 votes
Accepted

How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?

2 votes

What mathematical characteristics are required from the asset price process in order to stay within the RNP framework?

1 vote

How do I simulate stock prices for a 10 asset portfolio, over a period of 10 years in MATLAB?

0 votes

Is there an optimal covariance one would want forecasts to have?

-1 votes

how to back out levels from a forecast of differenced series