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Quantitative Finance

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Share a link to a post later visited by 25 unique IP addresses. This badge can be awarded multiple times.
Awarded 344 times.
How should I calculate monthly Risk free rate?
Awarded Nov 6 at 13:26
What commercial financial libraries are available to outsource implementation risk?
Awarded Oct 28 at 18:46
Usage of NoSQL storage in Finance
Awarded Oct 27 at 4:19
Cross currency swap a combination of 2 Interest rate swap
Awarded Oct 20 at 22:38
Should Sharpe ratio be computed using log returns or relative returns?
Awarded Oct 20 at 6:42
Why aren't econometric models used more in Quant Finance?
Awarded Oct 12 at 22:06
How 'High' is the frequency in HFT?
Awarded Oct 5 at 12:07
How to compute implied probability of Bitcoin price given noisy option data?
Awarded Sep 30 at 22:15
Implied Vol Smile: from Calls, Puts or Both?
Awarded Sep 24 at 6:34
What are the main flaws behind Ross Recovery Theorem?
Awarded Sep 22 at 21:27
Autocallable pricing under stochastic vs. local volatility
Awarded Aug 20 at 17:33
What data sources are available online?
Awarded Aug 12 at 1:11
How do trading platforms estimate options pricing P&L graphs?
Awarded Jul 31 at 2:05
How does Bloomberg compute the cross currency swap basis?
Awarded Jul 28 at 17:03
Using a call-spread to hedge a digital option
Awarded Jul 21 at 4:10
Distinction between "risk factor" and "market anomaly"
Awarded Jul 14 at 5:18
What data sources are available online?
Awarded Jul 13 at 14:47
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Awarded Jul 12 at 9:32
Has high frequency trading (HFT) been a net benefit or cost to society?
Awarded Jul 11 at 14:57
Version of Girsanov theorem with changing volatility
Awarded Jul 9 at 13:58
Local volatility surface corresponding to the implied volatility surface
Awarded Jul 8 at 9:08
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Awarded Jun 27 at 1:04
FX option quotation in interbank market
Awarded Jun 5 at 19:47
Avellaneda -Stoikov market making model
Awarded May 27 at 1:51
name of this portfolio optimization strategy
Awarded May 20 at 14:08
Is the "$\textit{theoretical}$" $DV01$ of a bond an accurate estimate?
Awarded May 20 at 12:56
How to update an exponential moving average with missing values?
Awarded May 20 at 12:07
Bloomberg FWCM vs FWCV
Awarded May 20 at 12:07
short-sale constraint with nonpositive-definite matrix in portfolio optimization
Awarded May 20 at 12:07
How do you mix quantitative asset allocation with qualitative views?
Awarded May 20 at 12:07
Data on historical, cross-country nominal yield curves
Awarded May 13 at 16:20
question regarding carry & roll of a bond
Awarded May 10 at 2:04
Derivation of VIX Formula
Awarded May 9 at 22:10
How to estimate real-world probabilities
Awarded Apr 27 at 11:16
Why does the minimum variance portfolio provide good returns?
Awarded Apr 23 at 5:46
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Apr 13 at 2:23
Dollar gamma formula and its derivation
Awarded Apr 10 at 22:17
Fat tailed can be estimated through a t-distributions?
Awarded Apr 5 at 18:28
Backtesting Option Strategies with IV Data Only
Awarded Mar 18 at 21:00
How to identify between Analytical, Numerical and ML Model based option pricing?
Awarded Mar 17 at 12:56
Multicurrency holiday calendar math and combinations
Awarded Mar 10 at 23:52
Why is the SVI parameterization in terms of variance?
Awarded Mar 5 at 10:48
FX Delta Conventions
Awarded Mar 2 at 4:04
Is there a standard method for getting a continuous time series from futures data?
Awarded Feb 20 at 16:19
Intuition behind calendar spread max loss
Awarded Feb 12 at 17:26
Explaining the Risk Neutral Measure
Awarded Feb 12 at 13:41
Differences between main classes of interest pricing derivatives models
Awarded Jan 20 at 8:40
Ensuring market order creation idempotency
Awarded Jan 2 at 20:18
What are the proper ways to do order book downsampling?
Awarded Jan 2 at 16:56
Modelling queue position
Awarded Jan 2 at 16:21
Red Black Trees for Limit Order Book
Awarded Jan 2 at 13:21
Carry calculation on an interest rate swap
Awarded Dec 17, 2024 at 20:23
How to identify daily returns as an unusual daily return given a dataset
Awarded Dec 9, 2024 at 20:47
Fixed vs float swap interest rate risk
Awarded Nov 29, 2024 at 4:27
Quantlib Black Model for Commodity Options (Interest Rate Options) is extremely light on gamma and price vs BBG, is model incorrect?
Awarded Nov 26, 2024 at 2:35
Local Volatility vs. Stochastic Volatility
Awarded Nov 22, 2024 at 5:27
How to use quantlib with excel?
Awarded Nov 18, 2024 at 9:22
What are some factually incorrect quantitative finance answers generated by AI?
Awarded Nov 14, 2024 at 0:07
What are the quantitative finance books that we should all have in our shelves?
Awarded Nov 7, 2024 at 19:23
Is LEI and Bloomberg Ticker one to one mapping. How about LEI, Bloomberg Ticker, Bloomberg ID, ISIN and CUSIP?
Awarded Oct 31, 2024 at 17:05
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