Why does algorithmic trading account for a significantly higher percentage of trades in the USA than in Europe or Asia?

7yr ⋅

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Determine trends of data (direction detection or turning point detection)

7yr ⋅

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Why is there a stong intraday-correlation between spot and vol?

8yr ⋅

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Black Scholes paradox exercise

8yr ⋅

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Why does buying future options require margin?

7yr ⋅

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Why is volatility said to be persistent?

8yr ⋅

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Pricing an equity protection derivative: a practical example

7yr ⋅

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Best method for interpolating yield curve? [Multiple questions]

7yr ⋅

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Looback Put Option - finding the number of paths that reach each level

7yr ⋅

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Questions about Markit rates curve bootstrapping

7yr ⋅

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Pricing of a Foreign Exchange Vanilla Option

7yr ⋅

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Generating a P&L that is linear in the variation on an underlying at no cost

7yr ⋅

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Relationship between Large Cap and Small Cap Volatility

10yr ⋅

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Calculate turnover for portfolio

9yr ⋅

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Is the asset-or-nothing call option in this example valued incorrectly in the Black-Scholes framework?

7yr ⋅

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Explanation of Standard Method Generalized Hurst Exponent

7yr ⋅

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Why is this utility function not picking up its penalty?

7yr ⋅

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Is this realized efficient frontier reasonable?

8yr ⋅

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How to price and find a replicating portfolio for a call spreads using a two-period binomial model?

8yr ⋅

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SVI Parametrization: simple example does not work

8yr ⋅

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What happened to the French franc value in August 1969?

8yr ⋅

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Implied Volatility Surface - log forward moneyness

7yr ⋅

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Explanation of formula for implied volatility given $\\sigma(t)$

7yr ⋅

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Derivation of the efficient frontier set (markowitz problem)

7yr ⋅

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The PDE of caplet and floors

7yr ⋅

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Understanding skew of SPX - Why does IV of OTM puts increase with strike?

9yr ⋅

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Use NIG distribution to model stock path

8yr ⋅

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Annualized Sharpe Ratio calculation

9yr ⋅

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Reliability of CDS indices?

7yr ⋅

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How do you model yield curves for interest rates that have hardly moved?

8yr ⋅

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How to calculate Skulls Financial Turbulence for one asset?

9yr ⋅

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CNY Devaluation: Why EUR up, USD down?

9yr ⋅

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Find call and put volatilities using ATM, Risk reversal and Butterflies volatilities

8yr ⋅

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Is there an error in this problem on pricing an asset using the true probability of an up move?

8yr ⋅

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How to tackle this exercise about Ito's formula?

9yr ⋅

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What does implied volatility means for different call and put strike prices?

8yr ⋅

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Greeks: Why does my Monte Carlo give correct delta but incorrect gamma?

9yr ⋅

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Black-Scholes PDE: what is the form of the boundary conditions

9yr ⋅

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Breeden-Litzenberger formula for risk-neutral densities

8yr ⋅

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Why is future price process defined to be a martingale under the risk neutral measure?

8yr ⋅

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Understanding the relationship between the Black-Scholes formula and a replicating portfolio

8yr ⋅

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French and Fama Three Factor Model - What is the correct formula?

9yr ⋅

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How to derive the implied probability distribution from B-S volatilities?

13yr ⋅

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Aggregation to MSCI world return from subindicies

7yr ⋅

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How to trade a Ratio?

9yr ⋅

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How to calculate this swap rate

8yr ⋅

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Boundary Conditions for Call Spread

8yr ⋅

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VIX ETP Net Vega exposure

8yr ⋅

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existence of implied volatility

8yr ⋅

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How to find volatility of Asset given volatility of Stock in Merton model?

8yr ⋅

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Simple question on jump-diffusion

8yr ⋅

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How to calculate interest rate in this problem?

8yr ⋅

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Use no dominance to show that the price of the call option satisfies the inequality

8yr ⋅

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How to calculate a forward-starting swap with forward equations?

10yr ⋅

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Density plot of the skew-t distribution

8yr ⋅

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The option values are different from two r package - foptions,rquantlib

10yr ⋅

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Why do we usually use normal distribution and not Laplace distribution to generate stochastic process?

8yr ⋅

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Given two risky stocks calculate the rate of return, standard deviation, beta, and risk-free rate

7yr ⋅

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Moving window forecasting in Python

9yr ⋅

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Estimation of Empirical Expected Shortfall of a heavy tailed distribution

11yr ⋅

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How to show that $E\\left[ \\int_0^t \\sigma(s) e^{iuX(s)} dW(s)\\right] = 0$?

7yr ⋅

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Sharpe Ratio : why the normalization factor?

9yr ⋅

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Difficulty understanding put-call parity for currency options

9yr ⋅

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Copulas simply explained

9yr ⋅

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Discounting dividends and terminal value in valuation

9yr ⋅

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How to calculate conversion parity for convertible bond?

9yr ⋅

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Calculating the annual return on an option using a replicating porfolio

8yr ⋅

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Send TRAIL STOP order when price hits a certain level, with IB TWS

9yr ⋅

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Using variance ratios to test for mean reversion

11yr ⋅

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FX volatility quotation

8yr ⋅

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Move along, nothing to see here...just a super cheap stock price for an instant?

8yr ⋅

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Bond Convexity Treasuries Futures

11yr ⋅

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Understanding Quandl Futures Data

9yr ⋅

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Exploiting breakdowns in correlation of estimated volatility

12yr ⋅

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What is the unconditional variance for a GARCH model?

8yr ⋅

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Interpretation of Drift

9yr ⋅

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Why the interest rate for put-call parity is not constant?

12yr ⋅

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Why was NASDAQ(or other index) not fluctuating in 70s and 80s?

10yr ⋅

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What does an optimized portfolio really tell us?

8yr ⋅

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Algorithmical replication of a profit and loss function using different options

10yr ⋅

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Does Bakshi, Kapadia and Madan (2003) VIX building approach underestimate volatility?

10yr ⋅

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How do I compare implied and historic volatility?

13yr ⋅

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Linear combination of Payoffs using Black-Scholes

8yr ⋅

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How to implement momentum strategy using R

8yr ⋅

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VIX Futures data: why happen to have settle price > 0 and Volume = O.I. = 0

9yr ⋅

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Which database to choose for storing and aggregating finance data?

8yr ⋅

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Augmented Dickey-Fuller Test/ Unit Root test on multiple time series dataframe in R

8yr ⋅

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Portfolio optimization with Portfolio CVaR Constraint

10yr ⋅

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Brownian motion. Solve stoc. integral by using Ito's lemma

9yr ⋅

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Implications of Black Scholes Plot

9yr ⋅

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How are referenced asset gains routed in a credit derivative?

9yr ⋅

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How to use Euler discretization for this interest rate model?

9yr ⋅

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pricing american calls on non dividend paying stocks

9yr ⋅

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Where can I find a list of VaR and CVaR formulas for continuous distributions?

10yr ⋅

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Expected value of Black-Scholes

11yr ⋅

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Analytical relationship between a covariance matrix and cross-sectional dispersion

12yr ⋅

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Implied forward rates puzzle

12yr ⋅

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When the Inverse Correlation between the SPX and VIX breaks down

11yr ⋅

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Numerical Solution to BS PDE - Digital Option

9yr ⋅

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Cost of Carry Bear Flattener

10yr ⋅

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How do I eliminate developed currency funding cross rate risk in an EMFX position?

13yr ⋅

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Geometric Brownian Motion - Why Sqrt(dt)?

9yr ⋅

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Why does the following data fail my cointegration test?

13yr ⋅

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Extracting Signal from Noisy Data

9yr ⋅

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Correlation decay in lognormal distribution

12yr ⋅

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Calculating Bollinger Band Correctly

10yr ⋅

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equality in distribution

9yr ⋅

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Beta arbitrage in CAPM

10yr ⋅

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Kalman filtering

9yr ⋅

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Transforming Variables in Regression

9yr ⋅

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Why does this Co-integrated basket look too good to be true?

13yr ⋅

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How would you test the hypothesis There are no idiosyncratic returns available in the market?

14yr ⋅

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Typical coefficients uses in square-root model for market impact

12yr ⋅

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Are there comprehensive analyses of theta decay in weekly options?

13yr ⋅

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Understanding the derivation of a ML-estimator

10yr ⋅

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What are the typical realized latencies across different products and infrastructures?

13yr ⋅

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Is duration really inversely related to the maturity time length of a bond?

11yr ⋅

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How do I reproduce the cross-sectional regression in Intraday Patterns in the Cross-section of Stock Returns?

14yr ⋅

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Demonstration of Ito's correction term/lemma in binomial tree

13yr ⋅

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How to calculate the local volatility surface using QuantLib?

13yr ⋅

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Figure of Stopping and Continuation Region

8yr ⋅

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Price of Brent versus West Texas Intermediate

14yr ⋅

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What tradeoff is there to using an accurate estimate with a large confidence interval?

13yr ⋅

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Formula for the forward rates?

10yr ⋅

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Having Difficulty With Sharpe Ratio and Optimal Portfolio

8yr ⋅

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How to calculate the NPV (Net present Value) in this question?

8yr ⋅

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Why is Value at Risk non-negative?

10yr ⋅

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How to calculate compound returns of leveraged ETFs?

13yr ⋅

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How to simulate correlated assets for illustrating portfolio diversification?

13yr ⋅

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Theta's effect for OTM options

12yr ⋅

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Where do these Orders come from and what do they mean?

11yr ⋅

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How to calculate discounted inflation and growth?

12yr ⋅

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Why is the CAPM securities market line straight?

12yr ⋅

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What happens at market open when there is a reverse spread during preopen?

11yr ⋅

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Will price levels fall even though money supply increases?

13yr ⋅

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What's wrong with this asset growth simulation?

11yr ⋅

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How to hedge a bull call spread

13yr ⋅

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Portfolio risk-return when assets have limited and inconsistent historical data / time series?

11yr ⋅

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Predict Quadratic Trend in Time Series

12yr ⋅

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Few questions on Binomial-Lattice Option Valuation

14yr ⋅

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What is the Benefit of holding a short option?

12yr ⋅

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