User SRKX

6 votes

Why isn't all market data free?

answered Jun 10, 2012 at 14:03

6 votes

Can social media be applied to algorithmic trading?

answered Nov 3, 2011 at 8:07

6 votes

Accepted

How to perform basic integrations with the Ito integral?

answered Oct 12, 2011 at 19:55

6 votes

What are some quantitative method behind etf vs cash arbitrage?

answered Dec 10, 2011 at 15:02

6 votes

Accepted

How to create a Stochastic Process through pre specified points?

answered Dec 11, 2011 at 14:28

6 votes

Accepted

How to apply risk-parity portfolio construction to a dollar-neutral portfolio?

answered Dec 29, 2011 at 15:33

6 votes

Measuring liquidity

answered Jun 22, 2011 at 9:40

6 votes

Formal proof for risk-neutral pricing formula

answered Apr 18, 2011 at 8:15

6 votes

Accepted

Why does regression capture differences in volatility?

answered May 9, 2014 at 9:33

5 votes

Accepted

How to replicate this option?

answered Feb 15, 2014 at 15:53

5 votes

Accepted

What is the meaning of the discounted process defined from the interest rate process?

answered Mar 27, 2013 at 12:50

5 votes

What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?

answered Dec 26, 2012 at 0:23

5 votes

Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?

answered Jan 13, 2015 at 2:07

5 votes

How to price an option allowing to change a call into a put?

answered Dec 1, 2015 at 2:23

5 votes

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How to create a synthetic put?

answered Jun 15, 2016 at 10:27

5 votes

Accepted

Is futures contracts data only reported for business days?

answered Jul 6, 2016 at 7:06

5 votes

Implementing data-structures in a Limit order book

answered Dec 10, 2011 at 15:15

5 votes

Accepted

How can I simulate portfolio risk (diversification) with a 'Wheel of Fortune' like investment options/returns?

answered Nov 1, 2011 at 23:57

5 votes

Modeling interest rates with correlation

answered Dec 4, 2011 at 16:05

5 votes

How should I include the bid-ask spread as a transaction cost in a backtest?

answered Jun 10, 2012 at 16:36

5 votes

Accepted

Government bonds with negative yield

answered Sep 26, 2012 at 11:33

5 votes

What is the benefit of holding a short option?

answered Jul 6, 2012 at 17:35

5 votes

Accepted

Calculating portfolio allocation beta with different asset classes?

answered Jul 7, 2012 at 17:32

5 votes

What kind of return can an average algorithmic trading firm achieve today?

answered Nov 15, 2012 at 22:57

4 votes

Accepted

What are the advantages of knowing the bid and ask over the best bid and ask?

answered Sep 30, 2012 at 14:06

4 votes

What is the difference between these two optimization procedures?

answered Jul 5, 2012 at 6:31

4 votes

Ways of treating time in the BS formula

answered Apr 7, 2012 at 18:13

4 votes

Which algorithm should I look into to kick off my research in algorithmic trading?

answered Nov 16, 2011 at 10:10

4 votes

Applying models with normality assumption on tick data?

answered Oct 18, 2011 at 17:29

4 votes

Why are there so many different ways of calculating historical volatility

answered Feb 10, 2012 at 10:56

Stack Exchange Network

156 Answers

Why isn't all market data free?

Can social media be applied to algorithmic trading?

How to perform basic integrations with the Ito integral?

What are some quantitative method behind etf vs cash arbitrage?

How to create a Stochastic Process through pre specified points?

How to apply risk-parity portfolio construction to a dollar-neutral portfolio?

Measuring liquidity

Formal proof for risk-neutral pricing formula

Why does regression capture differences in volatility?

How to replicate this option?

What is the meaning of the discounted process defined from the interest rate process?

What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?

Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?

How to price an option allowing to change a call into a put?

How to create a synthetic put?

Is futures contracts data only reported for business days?

Implementing data-structures in a Limit order book

How can I simulate portfolio risk (diversification) with a 'Wheel of Fortune' like investment options/returns?

Modeling interest rates with correlation

How should I include the bid-ask spread as a transaction cost in a backtest?

Government bonds with negative yield

What is the benefit of holding a short option?

Calculating portfolio allocation beta with different asset classes?

What kind of return can an average algorithmic trading firm achieve today?

What are the advantages of knowing the bid and ask over the best bid and ask?

What is the difference between these two optimization procedures?

Ways of treating time in the BS formula

Which algorithm should I look into to kick off my research in algorithmic trading?

Applying models with normality assumption on tick data?

Why are there so many different ways of calculating historical volatility