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turning points231,667 nikol 12020-10-02 11:31
by tomgailey
How does one choose a discount curve in multi-currency deals?6223 pj      2020-10-02 11:31
by tomgailey
Easiest solution for Black Scholes Equation1194 Jurassic      2020-09-17 14:50
by nikol
Addressing parameter instability when using rolling WLS?3187 haakhtar      2020-09-10 07:31
by haakhtar
TD Setup-193 impedance      2020-08-29 21:09
by impedance
Dispersion Trading and Margrabe Formula8984 Mistro      2020-08-10 19:12
by doobs
Newbie question re modelling and identifying trading opportunities141,251 steamed_hams      2020-07-07 23:02
by nikol
Risk Neutral Pricing13904 Jurassic      2020-07-01 08:47
by Jurassic
Type I vs Type II error7435 Jurassic      2020-06-22 19:55
by gmetric_Flow
Baby Swaddle in stock1576 sft123 32020-06-07 07:05
by samanthasteves
Upper bound put option with and negative underlying price2354 yoneda      2020-06-05 19:21
by ronin
Optimization of random function 3407 nikol      2020-06-05 16:06
by ronin
Corporate management changes - historical data2506 longGamma      2020-05-22 20:46
by longGamma
Long Synthetic with differnet Call and Put IV 211,016 songshu      2020-05-20 08:00
by songshu
Any nice sources on calibration? (Page: 1, 2)293,921 pj 12020-05-19 19:51
by ronin
Bayes Coin Bias Estimation1413 Jurassic      2020-05-08 10:09
by kloc
Tail Risk Strats8966 zee4      2020-05-07 21:14
by ronin
Corporate Action Edge Case2377 Its Grisha      2020-04-29 23:18
by Its Grisha
legging a spread is like spreading the legs 8843 Strange      2020-04-20 03:48
by Strange
Provably Uncorrelated?5650 Its Grisha      2020-04-17 14:11
by Its Grisha
Unintuitive thesis results201,202 trialanderror      2020-04-13 22:10
by ronin
non-quant trading161,361 gaj      2020-04-10 05:07
by gaj
Repo and RV Rates Trades151,094 Jurassic      2020-04-02 15:10
by rickyvic
Volatility timeframe choice5756 trialanderror      2020-04-02 10:23
by Antetokounmpo
Reverse-engineering aggressive orders from ITCH feed2558 trialanderror      2020-03-17 19:56
by trialanderror
 
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