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SRKX's user avatar
SRKX's user avatar
SRKX
  • Member for 13 years, 3 months
  • Last seen more than a month ago
4 votes
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What are the advantages of knowing the bid and ask over the best bid and ask?

4 votes

What is the difference between these two optimization procedures?

4 votes

Ways of treating time in the BS formula

4 votes

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

4 votes

Applying models with normality assumption on tick data?

4 votes

Why are there so many different ways of calculating historical volatility

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

4 votes

How to determine if one player moved a price

4 votes
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FX option history

4 votes

Garch modelling on Stata

4 votes

Reference material about Quantified Asset Allocation?

4 votes

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

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

3 votes

Free market data (delayed or snapshot)

3 votes

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

3 votes

How to get started in quant finance?

3 votes

What books should any quantitative portfolio manager or risk manager have as reference?

3 votes

What is the impact of high-frequency trading on market depth, liquidity, and volatility?

3 votes

Creating a financial market

3 votes

Integrating log-normal

3 votes
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How to group mutual funds by volatility?

3 votes

Does entropy pooling apply to distributions with time-varying drift?

3 votes

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

3 votes
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How to apply Ljung Box Test?

3 votes

Black Scholes Formula for Collar Option

3 votes

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

3 votes
Accepted

Robust Bayesian portfolio optimization in matlab?

3 votes

Predict Market Direction, What is forecastable/unforecastable?

3 votes

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

3 votes

Is this comment right about subadditivity?