User SRKX

4 votes

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How to use macroeconomic indicators for long/short trading strategies?

answered Jan 22, 2012 at 10:51

4 votes

How to determine if one player moved a price

answered Apr 12, 2011 at 7:11

4 votes

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FX option history

answered Jul 5, 2011 at 14:42

4 votes

Garch modelling on Stata

answered Sep 2, 2011 at 8:37

4 votes

Reference material about Quantified Asset Allocation?

answered Jul 14, 2011 at 21:13

4 votes

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Why don't real-world probabilities affect the price of a call in a 1-step binomial model?

answered Dec 31, 2015 at 7:22

4 votes

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Can I get Black-Scholes option price from greeks?

answered Oct 20, 2015 at 6:39

4 votes

What does it mean to be "long or short in volatility"?

answered Jan 22, 2015 at 1:36

4 votes

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Does it make sense to use upward and downward volatility in option pricing?

answered Nov 26, 2014 at 9:32

4 votes

How to implement Maximum Diversification in R?

answered May 4, 2013 at 22:57

4 votes

Does Modern Portfolio Theory align with EMH?

answered Jul 20, 2014 at 21:32

4 votes

Should the Sharpe ratio of a portfolio change when it is leveraged?

answered Dec 9, 2016 at 15:32

3 votes

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How to define the $f$ function to apply Ito's lemma?

answered Dec 9, 2016 at 15:48

3 votes

How to price zero coupon bonds with short term rates model?

answered May 17, 2014 at 16:06

3 votes

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How to apply Ljung Box Test?

answered Oct 13, 2013 at 18:51

3 votes

Black Scholes Formula for Collar Option

answered Apr 29, 2013 at 9:30

3 votes

What is the industry standard Quant Finance modeling library for F#

answered Jan 23, 2013 at 22:21

3 votes

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Robust Bayesian portfolio optimization in matlab?

answered Jan 27, 2013 at 14:32

3 votes

Predict Market Direction, What is forecastable/unforecastable?

answered Mar 11, 2013 at 10:58

3 votes

Calculating the probability of a price change using an options pricing formula

answered Mar 26, 2013 at 9:31

3 votes

Is this comment right about subadditivity?

answered Jan 4, 2013 at 22:37

3 votes

What do these maturity codes mean?

answered Jan 31, 2013 at 14:28

3 votes

Multiple (linear) regression

answered Feb 6, 2013 at 3:08

3 votes

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Can a long put trade be profitable through Vega even if the underlying moves upwards?

answered Feb 18, 2013 at 19:04

3 votes

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Is volatility really a coherent risk measure?

answered Nov 28, 2014 at 4:06

3 votes

How to compute daily compounded backtest returns closer to real-world results?

answered Nov 5, 2014 at 3:44

3 votes

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How to calculate weight of two stocks without knowing their correlation?

answered Dec 21, 2015 at 2:28

3 votes

How is the Chooser Option's value computed in this example?

answered Jun 16, 2016 at 8:20

3 votes

Free market data (delayed or snapshot)

answered Apr 24, 2011 at 21:57

3 votes

How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?

answered Mar 4, 2012 at 9:23

Stack Exchange Network

156 Answers

How to use macroeconomic indicators for long/short trading strategies?

How to determine if one player moved a price

FX option history

Garch modelling on Stata

Reference material about Quantified Asset Allocation?

Why don't real-world probabilities affect the price of a call in a 1-step binomial model?

Can I get Black-Scholes option price from greeks?

What does it mean to be "long or short in volatility"?

Does it make sense to use upward and downward volatility in option pricing?

How to implement Maximum Diversification in R?

Does Modern Portfolio Theory align with EMH?

Should the Sharpe ratio of a portfolio change when it is leveraged?

How to define the $f$ function to apply Ito's lemma?

How to price zero coupon bonds with short term rates model?

How to apply Ljung Box Test?

Black Scholes Formula for Collar Option

What is the industry standard Quant Finance modeling library for F#

Robust Bayesian portfolio optimization in matlab?

Predict Market Direction, What is forecastable/unforecastable?

Calculating the probability of a price change using an options pricing formula

Is this comment right about subadditivity?

What do these maturity codes mean?

Multiple (linear) regression

Can a long put trade be profitable through Vega even if the underlying moves upwards?

Is volatility really a coherent risk measure?

How to compute daily compounded backtest returns closer to real-world results?

How to calculate weight of two stocks without knowing their correlation?

How is the Chooser Option's value computed in this example?

Free market data (delayed or snapshot)

How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?