User Richi Wa

43 votes

3 answers

34k views

How to build a factor model?

asked Mar 27, 2015 at 7:51

29 votes

6 answers

37k views

Applications of Fourier theory in trading

asked Feb 26, 2013 at 14:12

25 votes

2 answers

21k views

Discrete returns versus log returns of assets

asked Sep 20, 2012 at 15:46

23 votes

2 answers

2k views

What are reasons not to do factor investing in equity markets?

asked May 8, 2017 at 14:40

18 votes

2 answers

1k views

Stochastic modelling of derivatives on dividends

asked Mar 27, 2013 at 16:57

17 votes

2 answers

2k views

Copula models and the distribution of the sum of random variables without Monte Carlo

asked Jan 23, 2013 at 8:43

16 votes

2 answers

2k views

Real world application of stochastic portfolio theory

asked Mar 10, 2016 at 8:25

15 votes

1 answer

2k views

Optimization: Factor model versus asset-by-asset model

asked Dec 12, 2013 at 12:57

14 votes

1 answer

5k views

Which are useful applications of clustering in quantitative finance?

asked Mar 4, 2016 at 12:38

14 votes

1 answer

2k views

Cheatsheet/summary of financial laws and regulations

asked Nov 3, 2015 at 14:12

11 votes

1 answer

2k views

Minimum Variance and Minimum Tracking Error portfolio as second order cone program

asked Dec 3, 2013 at 13:37

11 votes

3 answers

10k views

How does Cornish-Fisher VaR (aka modified VaR) scale with time?

asked Jun 21, 2012 at 7:54

11 votes

1 answer

1k views

The optimization problem of the equal risk contribution portfolio

asked Jun 5, 2022 at 18:33

10 votes

2 answers

2k views

Empirical distribution function of overlapping time series data

asked Apr 20, 2015 at 7:04

9 votes

2 answers

10k views

Getting ETF data from google finance

asked Jul 7, 2015 at 8:31

9 votes

4 answers

2k views

Why should there be an equity risk premium?

asked Jul 5, 2012 at 9:59

9 votes

1 answer

7k views

Documentation of the ISDA CDS standard model

asked May 27, 2014 at 13:14

8 votes

1 answer

2k views

Expectation of maximum draw down in the Brownian motion case

asked Apr 29, 2015 at 15:28

7 votes

2 answers

733 views

Intuitive explanation of stochastic portfolio theory

asked Nov 11, 2015 at 11:07

7 votes

5 answers

5k views

Intuition behind Fama-French factors

asked Feb 12, 2016 at 9:08

7 votes

3 answers

250 views

Where to find good notations to teach investment portfolio maths?

asked May 2, 2016 at 11:18

7 votes

1 answer

2k views

Korean Bond futures market: is there a fundamental difference between 3yrs, 5yrs and 10yrs contracts?

asked Feb 17, 2014 at 17:33

7 votes

2 answers

2k views

Non-negative matrix factorization for factor analysis of stocks

asked May 6, 2014 at 15:35

7 votes

3 answers

12k views

How to Delta Hedge with Futures?

asked Nov 22, 2012 at 10:24

7 votes

2 answers

2k views

Average correlation of index/portfolio

asked Aug 8, 2013 at 11:37

7 votes

0 answers

314 views

Applications of distance correlation

asked Oct 4, 2013 at 13:40

7 votes

1 answer

805 views

Benfords law and quantitative finance

asked Aug 30, 2012 at 8:36

7 votes

3 answers

4k views

Valuation of open FX-Forward

asked Jul 10, 2018 at 15:41

7 votes

0 answers

91 views

Quantitative and regulatory aspects of portfolio integration in IRB credit portfolios

asked Jan 2, 2018 at 8:08

6 votes

1 answer

917 views

Proof for non-positive semi-definite covariance matrix estimator

asked Jun 29, 2012 at 14:06

Stack Exchange Network

90 Questions

How to build a factor model?

Applications of Fourier theory in trading

Discrete returns versus log returns of assets

What are reasons not to do factor investing in equity markets?

Stochastic modelling of derivatives on dividends

Copula models and the distribution of the sum of random variables without Monte Carlo

Real world application of stochastic portfolio theory

Optimization: Factor model versus asset-by-asset model

Which are useful applications of clustering in quantitative finance?

Cheatsheet/summary of financial laws and regulations

Minimum Variance and Minimum Tracking Error portfolio as second order cone program

How does Cornish-Fisher VaR (aka modified VaR) scale with time?

The optimization problem of the equal risk contribution portfolio

Empirical distribution function of overlapping time series data

Getting ETF data from google finance

Why should there be an equity risk premium?

Documentation of the ISDA CDS standard model

Expectation of maximum draw down in the Brownian motion case

Intuitive explanation of stochastic portfolio theory

Intuition behind Fama-French factors

Where to find good notations to teach investment portfolio maths?

Korean Bond futures market: is there a fundamental difference between 3yrs, 5yrs and 10yrs contracts?

Non-negative matrix factorization for factor analysis of stocks

How to Delta Hedge with Futures?

Average correlation of index/portfolio

Applications of distance correlation

Benfords law and quantitative finance

Valuation of open FX-Forward

Quantitative and regulatory aspects of portfolio integration in IRB credit portfolios

Proof for non-positive semi-definite covariance matrix estimator