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Ivan

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286

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What data sources are available online?

Jan 27 '20 at 11:03 Judo 256

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64k

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

options option-pricing black-scholes optimization

Jul 15 '19 at 16:14 Community♦ 1

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35k

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Building Financial Data Time Series Database from scratch

time-series data finance historical-data database

Nov 18 at 18:13 Paul Brennan 173

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31k

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

books big-list

Jun 30 at 21:04 chrisaycock 9,284

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11k

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Gamma Pnl vs Vega Pnl

options implied-volatility option-strategies gamma vega

Jul 19 at 11:53 Bob Jansen♦ 5,488

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What C++ math libraries are typically used by quants?

programming

Oct 10 '18 at 3:33 Theodore 1,103

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

statistics

Feb 8 '19 at 5:36 David Addison 2,735

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answers

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

papers

Jun 25 at 8:42 Alex 455

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What kind of front end/ gui is used with trading applications?

high-frequency automated-trading application

Oct 10 '18 at 19:23 jersey bean 151

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answer

views

Variance replication using options

options volatility implied-volatility variance

Sep 13 '16 at 21:18 Community♦ 1

votes

answers

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Understanding Cover's Universal Portfolio Algorithm

quant-trading-strategies portfolio-optimization trading algorithmic-trading quants

Apr 9 at 21:22 demully 3,227

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answer

615

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Options Pricing and Mean Reversion

options black-scholes mean-reversion

Jun 7 '19 at 6:06 Antoine Conze 4,613

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604

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How to have an unbiased estimation of the standard deviation when using rolling returns?

statistics estimation standard-deviation

Sep 10 '18 at 14:52 Community♦ 1

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answer

483

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How to, from various hypotheses on the P&L, get known models (BS, Heston etc …)

black-scholes stochastic-processes stochastic-volatility delta-hedging stochastic-control

Feb 28 '19 at 7:02 Olorin 1,122

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answer

389

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European Call price for an asset with mean reverting (Vasicek model) dynamics

options option-pricing arbitrage proof

Mar 24 '18 at 18:20 RRL 2,971

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answer

380

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How to price VXX options

options

Nov 14 '18 at 3:02 Community♦ 1

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293

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Is a more robust Covariance estimation possible?

covariance mean-variance markowitz covariance-matrix covariance-estimation

Nov 22 '19 at 3:48 Dave Harris 3,162

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185

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Isn't GBM the equivalent of adding infinitessimally small normally distributed returns?

stochastic-processes stochastic-calculus brownian-motion

Jun 10 '18 at 22:46 Brian B 13.5k

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147

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Where can I get the actual info about how many stocks are there in markets all over the world?

equities market-data

Jun 14 '19 at 7:28 hroptatyr 925

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What data sources are available online?

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

Building Financial Data Time Series Database from scratch

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

Gamma Pnl vs Vega Pnl

What C++ math libraries are typically used by quants?

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

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

What kind of front end/ gui is used with trading applications?

Variance replication using options

Understanding Cover's Universal Portfolio Algorithm

Options Pricing and Mean Reversion

How to have an unbiased estimation of the standard deviation when using rolling returns?

How to, from various hypotheses on the P&L, get known models (BS, Heston etc …)

European Call price for an asset with mean reverting (Vasicek model) dynamics

How to price VXX options

Is a more robust Covariance estimation possible?

Isn't GBM the equivalent of adding infinitessimally small normally distributed returns?

Where can I get the actual info about how many stocks are there in markets all over the world?