Quantitative Finance
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QMath's user avatar
QMath's user avatar
QMath
  • Member for 7 months
  • Last seen more than a week ago
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Top posts
All Questions Answers
Score Newest
question
3
Effect of back-transforming forecasted mean of log returns to get forecasted mean of price
Jul 15
question
3
Target variables in high frequency trading [closed]
Sep 1
question
2
Is there daily SPX level data going back to 1927?
Aug 12
question
2
Is there a commonly accepted way to leverage the granularity of high frequency data while working within the constraints of lower frequencies?
Apr 27
question
2
Is there a general approach to predicting future (vanilla) option prices in practice?
May 2
question
0
Input/References on Generating Exit Signals for Positions that Profit Very Highly from Extreme and "Unpredictable" Events?
May 26
question
0
Is the self-financing condition necessary/"useful" in practice outside of replication/valuation?
Jun 7
question
0
References/Direction on what functional of wealth to optimize for a given goal?
Jul 4
question
0
How are order book and trade data consolidated/distilled into a more(?) tractable form for modeling?
Aug 29
question
0
Is there a common way that level 2 and time & sales data are analyzed together?
Sep 11
Top network posts
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11
Methodology for Reconciling "all models are wrong ..." with Pursuit of a "Truer" Model?

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