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David Addison's user avatar
David Addison's user avatar
David Addison's user avatar
David Addison
  • Member for 7 years, 3 months
  • Last seen more than a month ago
38 votes

What are the quantitative finance papers that we should all have in our shelves?

12 votes

How did James Simons clinch that security prices didn't look random?

10 votes

What are some useful approximations to the Black-Scholes formula?

8 votes

The possible preferences of investors for higher than first 2 moments of return distribution?

7 votes

What data sources are available online?

7 votes
Accepted

What is the intrinsic value of a stock that doesn't give dividends?

6 votes
Accepted

Why were Fama/French Momentum Factors discontinued in 2016?

6 votes
Accepted

Does the rise in passive investing make the markets less efficient?

5 votes
Accepted

Is there a non-recursive way of calculating the exponential moving average?

5 votes

Identify Iceberg Orders

4 votes

Why does buying future options require margin?

4 votes

Is a common approach to calibration reasonable?

4 votes
Accepted

Is an autocorrelation of the abs returns just a consequence of the volatility burst?

4 votes

Pearson correlation coefficient based on OHLC data

4 votes

Implied Volatility of stock on Think or Swim

3 votes
Accepted

How do energy companies measure the magnitude of the risks of buying energy at a variable price and selling it at a fixed price?

3 votes
Accepted

How does one create an alpha signal

3 votes

Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?

3 votes
Accepted

If I have adj.close and close, how to convert open to adj.open?

3 votes
Accepted

Calculate Sharpe ratio for only one return

3 votes
Accepted

Appropriate way to normalize Bollinger Bands?

3 votes

How to calculate necessary gain to compensate a loss in a financial transaction?

2 votes

Why does the Markowitz mean-variance model require the assumption of normality?

2 votes

Do we model nominal or real prices of assets?

2 votes

Where can I see audited financial statements of Renaissance Technologies?

2 votes

squaring stochastic calculus and other solutions

2 votes

relationship between volatility and equity premium

2 votes

Estimation of the drift of a non-stationary process

2 votes

Good quant finance jokes

2 votes
Accepted

Calculation of dividend yield from index returns