User kurtosis

18 votes

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What are modern algorithms for trade classification?

answered Jul 31, 2020 at 21:52

12 votes

Theoretical justification for technical analysis

answered Aug 5, 2020 at 19:18

8 votes

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Difference between a warrant and an option?

answered Aug 20, 2020 at 22:50

7 votes

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How can we estimate new stock price after a large purchase?

answered Jul 24, 2020 at 19:24

6 votes

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What does it mean that model can reflect the ”volatility smile”

answered Aug 18, 2020 at 17:09

6 votes

Why is asset volatility easier to estimate than the asset mean if it contains the mean?

answered Aug 21, 2020 at 14:56

5 votes

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What would be the point of Roll (1984) on measuring the effective bid-ask spread?

answered Aug 25, 2020 at 18:45

5 votes

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Double objective in portfolio optimization

answered Aug 28, 2020 at 18:24

5 votes

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Textbooks on algorithmic trading

answered Jul 24, 2020 at 18:15

4 votes

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Volatility differences

answered Jul 24, 2020 at 0:38

4 votes

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Bid-Ask spread in Roll's model: Negative autocovariance of returns and informational content

answered Aug 12, 2020 at 5:51

4 votes

Why are some metals in contango (inverted) forward curve and some in backwardation (normal) forward curve?

answered Sep 11, 2020 at 7:19

4 votes

Modeling Slippage without Order Book data

answered Aug 14, 2020 at 1:13

3 votes

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ETF pricing papers

answered Aug 26, 2020 at 1:10

3 votes

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Tracking error and index tracking

answered Sep 11, 2020 at 15:31

3 votes

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Sortino ratio lower than sharpe ratio?

answered Sep 14, 2020 at 20:37

3 votes

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Interpretation of a uniform asset return distribution

answered Aug 29, 2020 at 0:58

3 votes

How can you use factor modelling to improve your current portfolio

answered Aug 5, 2020 at 2:45

3 votes

Which Nikkei225 futures contract to take?

answered Jul 26, 2020 at 20:53

3 votes

Market Impact proportional to the bid-ask spread

answered Jul 27, 2020 at 15:09

3 votes

What can the area under a GBM jump curve tell you

answered Jul 28, 2020 at 23:56

3 votes

Fama/Macbeth Regression - negative estimate for market premium

answered Aug 20, 2020 at 16:51

3 votes

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Calibration data selection - basic rules

answered Aug 19, 2020 at 0:43

2 votes

Machine Learning approach for the probability estimation of certain events

answered May 7, 2021 at 16:08

2 votes

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How to quantify shares float on a stock?

answered Aug 6, 2020 at 23:35

2 votes

Interest rate swap performance attribution

answered Aug 4, 2020 at 19:35

2 votes

What can I do with AIG+

answered Aug 1, 2020 at 1:28

2 votes

What are some liquid Asian options markets?

answered May 10, 2021 at 20:02

2 votes

Can alpha be positive if cumulative returns underperform the benchmark?

answered Jul 30, 2020 at 3:37

2 votes

Law of an integrated CIR Process as sum of Independent Random Variables

answered Jul 30, 2020 at 4:08

Stack Exchange Network

95 Answers

What are modern algorithms for trade classification?

Theoretical justification for technical analysis

Difference between a warrant and an option?

How can we estimate new stock price after a large purchase?

What does it mean that model can reflect the ”volatility smile”

Why is asset volatility easier to estimate than the asset mean if it contains the mean?

What would be the point of Roll (1984) on measuring the effective bid-ask spread?

Double objective in portfolio optimization

Textbooks on algorithmic trading

Volatility differences

Bid-Ask spread in Roll's model: Negative autocovariance of returns and informational content

Why are some metals in contango (inverted) forward curve and some in backwardation (normal) forward curve?

Modeling Slippage without Order Book data

ETF pricing papers

Tracking error and index tracking

Sortino ratio lower than sharpe ratio?

Interpretation of a uniform asset return distribution

How can you use factor modelling to improve your current portfolio

Which Nikkei225 futures contract to take?

Market Impact proportional to the bid-ask spread

What can the area under a GBM jump curve tell you

Fama/Macbeth Regression - negative estimate for market premium

Calibration data selection - basic rules

Machine Learning approach for the probability estimation of certain events

How to quantify shares float on a stock?

Interest rate swap performance attribution

What can I do with AIG+

What are some liquid Asian options markets?

Can alpha be positive if cumulative returns underperform the benchmark?

Law of an integrated CIR Process as sum of Independent Random Variables