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curious
  • Member for 10 years, 8 months
  • Last seen more than a month ago
13 votes
1 answer
1k views

What mathematical models did Harry Markopolos run to prove that Bernie Madoff 1% a month gain was a Ponzi scheme?

13 votes
2 answers
789 views

How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market?

13 votes
4 answers
2k views

Why are stock index futures not used to forecast how much the stock market will rise, given that interest rates futures are used for this purpose?

12 votes
3 answers
7k views

How does one estimate the probability of the Fed increasing its benchmark rate based on Fed funds futures?

7 votes
4 answers
43k views

Where to get price data on Credit Default Swaps?

5 votes
2 answers
162 views

Calculating probability of Yuan's slump from options market

5 votes
2 answers
1k views

What are some quantitative trading strategies used by high-frequency trading companies to make a killing on a market crash day on 24Aug2015?

5 votes
3 answers
3k views

Where can end-of-day price volume data for Japanese stocks be downloaded or subscribed to?

4 votes
2 answers
748 views

Will rolling-down-yield-curve bond strategy work if interest rates remain unchanged?

2 votes
1 answer
680 views

Why use leverage when it does not improve the risk/reward ratio? [closed]

2 votes
1 answer
1k views

What is the formula for calculating fair value of currency futures?

1 vote
1 answer
103 views

Why should central bank intervention cause inverted yield curve to be less effective as a recession signal?

1 vote
0 answers
130 views

Does it make sense to apply complicated mathematics to calculate with precision when the margin of error is +/-10%? [closed]

1 vote
1 answer
366 views

Is it better to hedge or reduce the position size? [closed]

1 vote
3 answers
145 views

What is an estimated rise in the interest rate of the 10-year Treasury in this scenario?

1 vote
0 answers
79 views

How was this probability of negative U.S rates by end 2017 calculated?

0 votes
1 answer
93 views

How were the probabilities of recession over the next four quarters calculated in this table?

0 votes
0 answers
37 views

How is this steel price implied based on enterprise value-to-Ebitda?

0 votes
1 answer
1k views

Loading metastock data into panda data frames

0 votes
1 answer
74 views

Which interest rates (maturity length) should one use for calculating interest rate differential of AUDUSD?

0 votes
1 answer
107 views

How much to hedge if borrow in EUR to buy USD assets?